So, first off, at first glance: GRIM.exe has a Q knock back that has amazing knock back capability, but it is easily countered by Grux's pull. GRIM.exe also has a slow, but any competent player will strike behind, and while your not paying attention, your small Health Point pool will run dry. Grux is a tank, and can easily take your mid game shots, and can tank most of your abilities. Also, GRIM.exe's role is deep back in safe places, where he is safe, not on the front line. Grux > GRIM.exe
Got to agree that late game in a 1 on 1 Grux Vs GRIM.exe, Grux won't stand a chance with straight forward tactics. Grux will need to finish GRIM.exe very fast to survive and from my experience if he get pushed back once, he doesn't survive. So he need to rely on his ally as damage dealers at best, as decoys at worse to be able to close in. Before about 40 power he's no big deal though.
While a Grux jumping a Grim could come out alive, a good Grim can easily counter a Grux. If Grux charges, Grim will knock them back. If Grux attempts to pull, Grim will block it with their shield. If he does neither, Grim can keep him out of range with his slow, all the while knocking off large chunks of Grux's mediocre health pool.