You could use something like a loading pin. This one is from Rogue but I know GripGenie makes a high quality one and Amazon would have some knockoffs for cheaper. You could put your rope on a carabiner and wouldn't need to worry about it being adjustable; just knot it tight, and clip it to the pin.
The second suggestion would be the same method but swap the pin for some chains. Knot your rope to the a carabiner, run the chains through the weights, and clip the chains in. A bit less elegant but still functional.
The third idea would be to just tie a fat permanent knot on one end of the rope, larger than 2", so that Olympic weights can fall through. Then just weave the rope through the weights. You could also just make a cow hitch through the weight plates and grab one end. That's easily adjustable but you'd have to tie/un-tie each time.
For clarity, I drew the ideas. I'm having a slow morning. Happy grip training!
For creating a loop in the rope to hold I would look toward the camping, climbing, outdoor hobby areas. Google something like an "adjustable rope clamp". A few I see that would work are something like this, or this, or this.
I'm not sure what kind of grip exercise you're trying to do. The rope grip attachment I have access to is a rope connected with a rope clamp to the loading pin setup I drew. You then work the grip unilaterally.
