Not exactly grappling per the rules just grabbing and holding on to a larger creature.

Example, trying to grab on to a dragon so you can still attack it when it flies away. 

Any rules for this?

Maybe the most similar rule to that would be the rule from the 2014 DMG: "Climb onto a Bigger Creature"

Climb onto a Bigger Creature

If one creature wants to jump onto another creature, it can do so by grappling. A Small or Medium creature has little chance of making a successful grapple against a Huge or Gargantuan creature, however, unless magic has granted the grappler supernatural might.

As an alternative, a suitably large opponent can be treated as terrain for the purpose of jumping onto its back or clinging to a limb. After making any ability checks necessary to get into position and onto the larger creature, the smaller creature uses its action to make a Strength (Athletics) or Dexterity (Acrobatics) check contested by the target’s Dexterity (Acrobatics) check. If it wins the contest, the smaller creature successfully moves into the target creature’s space and clings to its body. While in the target’s space, the smaller creature moves with the target and has advantage on attack rolls against it.

The smaller creature can move around within the larger creature’s space, treating the space as difficult terrain. The larger creature’s ability to attack the smaller creature depends on the smaller creature’s location, and is left to your discretion. The larger creature can dislodge the smaller creature as an action—knocking it off, scraping it against a wall, or grabbing and throwing it—by making a Strength (Athletics) check contested by the smaller creature’s Strength (Athletics) or Dexterity (Acrobatics) check. The smaller creature chooses which ability to use.

Thanks!