If we could, I’d love it if her conception coincided directly with the moment of Palpatine’s resurrection. This would of course require the concept that he DID truly die in ROTJ, and his spirit was summoned from the netherworld of the Force along with all of the other Sith spirits at a later date. But like you said, I’m not sure where exactly we could place this information. We’d have to modify Kylo’s dyad-duel with her. Probably his lines close to Rey saying “Stop talking.”

But then the concern would be that it might be too obvious before Luke’s own reveal that her true purpose was to destroy him.

EDIT: Something like the following -
“I pushed you in the desert because I needed to see it… I needed you to see it… who you are. The dark side is your birthright, Rey…”

“You’re lying.”

“I’d never lie to you. Your parents were no one. Junk traders expecting a child they never wanted.”

“Don’t!”

“But no father of yours had any part in your conception.”

“I don’t want this!”

“…just like Vader.”

“No!”

“You’ve seen it, haven’t you? Your destiny.”

(Rey sees the vision of herself on the Sith throne)

“Palpatine’s resurrection sent shockwaves through the Force.”

“Stop talking.”

“He used that power to his advantage.”

(Cutaway to heroes capture)