How to use grunt to compile specific .less in magento 2.1.9 child theme module directory?

I need to make massive changes on a purchased magento 2.1.9 theme.
I created a child theme, copied the files I want to edit.
For now I can use grunt to compile .less files located in the web/css directory of my child theme but I would also like to compile some .less that are in module directories.
How to declare them in the dev/tools/grunt/configs/themes.js file?
Here my theme.js :

my-theme: {
    area: 'frontend',
    name: 'Vendor/theme',
    locale: 'fr_FR',
    files: [
        'css/theme',
        'css/theme_default',
        'css/responsive',
        'css/menu'
        ],
    dsl: 'less'
},

Using commands grunt exec:my-theme , grunt less:my-theme or grunt watch:my-theme works fine with main .less files. (theme.less, theme_default.less, responsive.less & menu.less)

Theme structure :

app/design/frontend/  
|-- /
|   |   |--.../
|   |   |   |--...etc/
|   |   |   |--...Magento_Catalog/
|   |   |   |--...
|   |   |   |--...MGS_Megamenu/
|   |   |   |   |--...
|   |   |   |   |--...web/css/
|   |   |   |   |    |--...megamenu.less
|   |   |   |   |--...
|   |   |   |--...
|   |   |   |--...web/css/
|   |   |   |   |--...menu.less
|   |   |   |   |--...responsive.less
|   |   |   |   |--...theme.less
|   |   |   |   |--...theme_default.less

I’d like to be able to use grunt watch:my-theme for the megamenu.less in the Vendor/theme/MGS_Megamenu/web/css/ directory.
Thanks for your help.