If two planetary bodies were tidally locked to each other (e.g. pluto and charon) then could there ever be a situation where the smaller of the two bodies had the 'heavier' gravity? Could you ever weigh more on the smaller planet?
Gravity depends on the mass of a body. So you can adjust the radius of a planet as you see fit, just also adjust the density of the object to compensate.
But when it comes to orbits, the more massive planet would be the primary planet, a satellite is always the least massive. However, technically, two gravitationally connected bodies actually orbit a single point in between them - their centre of mass - it only appears that one orbits the other because one is more massive and the centre of mass is much closer to that body. Pluto and Charon are of very similar mass and actually orbit a point in between them.
Of course this depends on your perspective, standing on Charon you might think that Pluto orbits it, and vice-versa. Humans of course thought everything orbited the Earth for millennia
Tidal lock is irrelevant. All you're asking is if a planet can have a heavier surface gravity than a larger planet, to which the answer is a definite yes. Just for example, Uranus is much larger than the Earth, but its "surface" (cloud-top) gravity is only 89% of the Earth's, because it's much less dense.