Grell is Madam Red's somewhat ineffectual butler. Mostly, he tends to hang around the edges of the scene, fretting over the socially-unacceptable things that his mistress continually gets up to. When something is not up to Madam Red's exacting standards, she takes it out on Grell whether or not it's actually his fault. His tea is said to be far inferior to Sebastian's.
Meek, easily scandalized, and highly nervous, Grell's personality is entirely at odds with his mistress's. As a result, the other characters tend to either ignore or walk all over him.
This mild personality is entirely a facade. Grell's true identity is that of a death god, and his true personality is just as flamboyant as Madam Red's, perhaps even more so. The real Grell is a cheerful sadist who enjoys flirting and bloody murder, sometimes at the same time. He meets Madam Red during a night where she murders one of her patients, and is attracted to her since--both because his favorite color is red and because of her issues regarding childbirth. (Grell confesses to her that he, too, wishes that he could bear a child.)
Grell refers to himself with feminine pronouns and has more than a passing interest in Sebastian; at one point he compares the two of them to Romeo and Juliet during their battle (leaving Sebastian horrified). Overall, he appears to have a tenuous grasp on sanity at best, switching from childish irritation to murderous rage at the drop of a hat.
Like a typical death god, Grell possesses a scythe; however, he had it transformed into a chainsaw because he considered a regular scythe to be old-fashioned. Grell explains that his scythe is capable of cutting through anything; when it cuts through a person, it divides their soul and their memories, thus resulting in that person's memories playing before their eyes.
