I don't think it's worth it, honestly. It sounds amazing on paper, but in reality 20 shots that reroll to hit only results in 4 more hits... which isn't all that amazing, considering you pay quite the premium to get it. True, Grimm has a pretty decent gun himself, but his ability only works on a 2+ which I find... not so nice at all.
I'm more tempted to use Grimm with 1 Organ Gun and 15-20 Thunderers/Quarrellers. With Rune of Accuracy on the OG, he'll be hitting things on 2+ even at over half (INSANE). Can also shoot things in hard cover! More often than not, the Organ Guns are taken out relatively early since they're crazy scary for the opponent, and then I'd switch Grimm from supporting the Organ Gun to supporting the big unit of Thunderers/Quarrellers.
Thunderers in particular I think synergize well with him. Increased range for when they need to shoot far, and when things are in range, the reroll to hit with the S4 AP is quite neat.