Grimnir is a thief in Asgard, he aided in its defense when Genocide was after Odin-force. After Lady Death's first and very successful battle she beds him without asking his name. Next day battle reaches Asgard's door and he elects to guard the Queen and the injured Vandala. He is attacked and somewhat changed by Genocide.
Following the battle Brock recovers Darkness, Lady Death's sword, and he and Frigga go below ground to Brock's forge. While Brock melts down Darkness, Lady Death's sword, Grimnir has his face swathed in bandages and helps by fetching the unusual shaped mold for the sword. Brock tells him that Odin commissioned the mold but not the sword, that it was to wait until it was needed
Since Genocide's attack he possesses a power to project light from his disfigured face. After the final battle Grimnir helped to rebuild Asgard.
That did not last long though, soon Purgatori on her quest for godhood came and razed Asgard again. He along with Brock survived the attack, then they followed Purgatori through the portal, just in time to convince Vandala to escape with them. Vandala teleported them to Lady Death's fortress. It's unknown how much Grimnir helped during the final war.
After the world were created anew, Grimnir ended up in "Dark Millennium" world along with other hell, heaven and Asgard denizens. He was with his friend Brock when they were attack by horde of demons, on the bleakest moment Lady Death arrived to save them. He joined on Lady's quest to save Cremator. They were briefly captured. After the escape Lady Death shielded them with her light, that for some reason hurt Grimnir. They split up, and Grimnir with his party made it to the Nocturne's grimoire and stole it. Grimnir didn't take part in the following battles, and was holed up in Winterhaven.
Through time his name has changed for unknown reasons:
- Grim - Nickname given by his friend Brock.
- Grimnir - First name, he got it in half of Lady Death: The Crucible series
- Grimmir - Most popular name. He received it from The Crucible second half to Lady Death: Judgment War series. Then he got it back in later issues of Dark Millennium.
- Grimir - Name in Purgatori: Goddess Rising series.
- Grimmer - Name in Lady Death: Dark Millennium.
Last two names only appeared in single issues, so there is a chance of them being just a typing error.