Grim symbolizes death, being an incarnation of the Grim Reaper.
In #144: “Someone to Watch Over Me”, Grim pursues Jimmy Barclay in a dream that Jimmy experiences while in a coma resulting from an injury sustained from a fall from the Wonderworld Treehouse. Grim tries to kill Jimmy 4 times but is ultimately stopped by the angel Nagle.
As the personification of death, he has no family.
Grim's final incarnation in the video series