I can't see why this is failing, I know it's not great structure but I
didn't design it.

CREATE TABLE TBLCUSTOMASSETEDIT (
GROUPID BIGINT NOT NULL,
ASSETID Integer NOT NULL,
CONSTRAINT PK_TBLCUSTOMASSETEDIT PRIMARY KEY (GROUPID,ASSETID)
);

CREATE TABLE TBLCGCHECKGRID (
GROUPID BIGINT NOT NULL,
ASSETID Integer NOT NULL,
CONSTRAINT PK_TBLCGCHECKGRID PRIMARY KEY (GROUPID,ASSETID)
);

ALTER TABLE TBLCGCHECKGRID ADD CONSTRAINT FK_TBLCGCHECKGRID_1 FOREIGN
KEY (GROUPID,ASSETID) REFERENCES TBLCUSTOMASSETEDIT(GROUPID,ASSETID)
ON DELETE CASCADE;

violation of FOREIGN KEY constraint '""'. violation of FOREIGN KEY
constraint "PK_TBLCUSTOMASSETEDIT" on table "TBLCUSTOMASSETEDIT".
Foreign key reference target does not exist.