Event Grid: Forwarding messages to another Event Grid

I haven't been able to find any resources online about this, but I was wondering whether it was possible to forward messages from one Event Grid to another Event Grid (with the ability to apply a filter so only certain messages are forwarded on.

Background info:

I'm working on a project that makes use of a large number of serverless offerings in Azure to create a fully global-scale product. As part of the infrastructure design, each service/resource is replicated in every Azure region - so services in the Australia East region (for example) would all send their events to an Event Grid resource located in Australia East (to minimise response time & reliability). However it's not guaranteed that the message is intended for the Australia East region's replica of a certain service to process, so the event needs to be forwarded to the appropriate region's Event Grid, so the service that the message was intended for can process it. In this scenario the message is intended for a particular region, however there are also use cases for delivering the message to EVERY region's Event Grid, so the message can be processed by a service in EVERY region.

The "Web hook" event receiver doesn't appear to accept additional headers - so it doesn't appear it can be used. If I absolutely have to run an extra Azure Function in each region to provide the capability I'm after - I don't think that would be the end of the world, especially as it still keeps inside the "serverless" goal of this project, however having this work without another point of failure would be a huge benefit.