Rey should have been the child of Palpatine(father) and Leia(mother)
This would have given the whole "Rey is a Palpatine" even more dramatic punch. It would be very much out of character for Leia to have had a child with Palpatine, but this could be explained bv some momentary seduction by the Dark Side where Leia tries to compromise with the enemy. Make it ambiguous as to whether or not Rey's conception was consensual because Leia was put in a no-win situation.
By going this route, you get rid of Rey's parents in the movie who acted as middlemen. Moreover, this could have been the reason why Han Solo left Leia as well as giving Luke another reason to self-isolate as a hermit on Ach-To.
"Rey, your mother is Leia and she abandoned you. But she gave her womb to me, your FATHER. She let herself be seduced by the Dark Side, willlngly!" would have been a great moustache-twirling scene.
I just don't think that having Palpatine as her grandfather packs as much emotional impact.