Sticky Situation, Little Girl Bully?

My little granddaughter is a member of the local skating club, while at a competition yesterday one of the other little girls who also skates out of this club accosted my granddaughter. She shoved her and stuck her finger in her face and said all kinds of nasty thing to her. She also was following about 2 inches away from my granddaughter with her tongue stuck out at her. When I mentioned that it wasn't very nice her father turned to me and said "Well, your granddaughter started it!!!" What kind of response was that? Instead of pulling his daughter aside and telling her not to do that he allowed her and her older cousin to bully my granddaughter without saying a word. I am soooooo mad! Now my granddaughter has to go to this rink for lessons and this little bully will be there. When we are away at other rinks for competition we are supposed to be on our best behavior as we are Representatives of our skating club. I would never allow my granddaughter to behave in that manner at any time, no matter what the situation. I am pondering telling the coach what happened but then again I feel like we should ignore it and just tell my granddaughter to not speak to this little girl anymore. I don't want to open a can of worms but I feel this child and her father already have done that. They made what was supposed to be a fun day not so fun.