I am wanting to copy a pages grid layout and margins to my A-Parent (master) page. So far I have tried to drag the whole page in the pages panel to A-Parent but then it has made two new parent pages.
As far as I know, there is no such thing as dragging pages around to replicate their grid and margin settings. Dragging pages in the Pages panel will simply change the page flow in the document, or create copies of pages, depending on how you do the dragging.
Yes, dragging a normal page into the master section of the panel will just duplicate that page as a new master.
You would probably have to manually edit your master page, and manually punch in the numbers for margins, columns, etc.
If you have multiple master pages to edit, you can select all of them and then if you edit grid & margins, it will apply to every selected master page.