Actually, you have it backwards: The Forsaken already knew Rand's intentions at the time of this meeting; they merely don't understand how Rand could possibly achieve it, until Cyndane reveals that he has the access keys. It's the revelation that Rand intends to use the Choedan Kal that shocks them all:
"What do you mean?" Osan'gar said sharply [...] "In the first place, my dear Graendal, I doubt that even I could devise a method to remove the Great Lord's shadow from saidin".
Subsequently, Moridin walks in with Cyndane, and after a bit of commotion at him coming in so late, he declares
"It is well you've never considered how to remove the Great Lord's shadow," Moridin said quietly. How long had he been outside? Osan'gar's smile grew even more sickly. "Al'Thor is not as wise as you. Tell them, Cyndane." [...]
"You recall the Choedan Kal, I suppose." [...] "Lews Therin has two of the access keys, one for each. And he knows a woman strong enough to use the female of the pair. He plans to use the Choedan Kal for his deed."
And then they all are shocked, including Graendal--it mentions her wineglass dropping to the floor and shattering--and start talking all at once.
To answer your question, though:
I looked at several mentions of Rand and his plan prior to Winter's Heart:
Rand asks the Aelfinn how to
cleanse saidin, as stated in this answer, and cited again below.
He subsequently recovers the access key ter'angreal for the Choedan Kal in his struggle with Asmodean (The Shadow Rising).
In Fires of Heaven, Rand, lying to Asmodean, tells him he had destroyed the access keys, and asks Asmodean if it is possible to
Lanfear discovers him in Fires of Heaven hiding the access keys, and correctly deduces that he has a female one as well, and declares that they could "supplant the Great Lord himself, challenge the Creator--"
Since Asmodean is essentially reduced to Lanfear's lackey at this point, it's probable that she would have heard it from him.
He openly declares to Mazrim Taim in Lord of Chaos his intentions to
and Taim asks if Rand has a sa'angreal. We subsequently (much, much later than Winter's Heart) learn that
Taim is a Darkfriend, and possibly working directly with Moridin.
Rand accidentally mentions his plans in Path of Daggers while with some of the Asha'man:
He had asked once, warily, where he knew the answers would be true, how to cleanse the taint from saidin. [...] Rand had a hint at the answer, or thought he might [...]. If the taint was not cleansed somehow, Tarmon Gai'don might find a world already ruined by madmen. What had to be done, had to be done.
"That would be wondrous," Torval said in a near whisper, "but how could anyone short of the Creator or...?" He trailed off uneasily.
Rand had not realized he had spoken any of his thoughts aloud. Narishma's eyes, and Morr's, and Hopwil's, belonged in one face, shining with sudden hope. Dashiva looked poleaxed. Rand hoped he had not said too much. Some secrets had to be kept. Including what he would do next.
The most important thing here, however, is that among these Asha'man is
Corlan Dashiva, who is really Osan'gar.
So at least four different members of the Forsaken (only three living at the time of Winter's Heart) have an idea of Rand's intent, but only Lanfear clearly knows about the access keys.