It is not advised to use a grounded thermocouple with MAX31856. We do not intend the MAX31856 or any of Maxim's thermocouple ICs to be used with a grounded tip. The common mode voltage for the input is between 0.5V to 1.4V.
If a grounded thermocouple is used, the best thing to do is to ensure that the GND at the tip is the same as the GND used as the reference(DGND/AGND) of MAX31856. However, we cannot guarantee the accuracy impact for using MAX31856 in this configuration.