
chaoseffect |

Use the feat Flyby Attack. It lets you make a standard action in the middle of a move action, so that would either be a grapple check or a bite attack with Grab.
Technically a creature with the Grappled condition can't move without making another grapple check as another action (and the dragon would gain that condition by initiating a grapple), but really it's gigantic creature picking up something tiny in comparison; it wouldn't be unfair to rule it as such. You are the DM. Make it so.

Just a Guess |

He Needs flyby attack so he can move, attack, move.
With that it is easy because the grapple rules tell us that you can take a creature you have grappled along if you move but only at half Speed.
So Dragon moves in, grapples and, if successful, moves away at half Speed. What kinds of fly checks he would need to succeed at is beyond me though.
Ninja'd and corrected in parts.

ConfusedPeon |
Hmm... Building on what the others have said: There's a rule in the grab section of the Bestiary that says a creature with grab can voluntarily take a -20 to its grapple check to grab a creature without gaining the grappled condition itself. Another point to consider is that a creature normally receives a free attempt to escape the grapple if the grappler tries to move him into a hazardous square (e.g.: into the air)
The closest RAW method I can think of for what you want would go something like this:
Dragon swoops in (first half of move action)
Dragon attacks. If it hits, roll a grapple check at -20. (standard action)
If successful, victim immediately gets a free attempt to break the grapple. If he fails, the dragon can finish his move with the victim in tow.

Wheldrake |

The dragon shouldn't need any fly check at all, unless he's also doing a tricky maneuver of some kind, like flying at less than half speed.
I don't see why the dragon would have to fly at half speed, though. Surely a human gripped in his jaws or talons wouldn't slow him down any, unlike a human-sized grappler.