This could mean that 1) there is a woman named Fabiola de Mora who is your grandfather's niece, or, 2) the Queen of Belgium is your grandfather's niece, and you therefore are related to the family de Mora y Aragón, which is very interesting indeed, and quite fascinating! The connection would go to Fabiola de Mora y Aragón's father, Don Gonzalo de Mora Fernandez, Riera del Olmo, Conde de Mora, y 4ª Marqués de Casa Riera. Here is a good link in which you will find much information regarding Doña Fabiola's roots (and if you have any questions, you could email the webmater to direct you to a genealogical web page regarding the Queen, which I could not find, but thought I once found a page on this web site chock full of genealogy):
That link I had once gave the list of the Queen's genealogy back to the 800s or so.
I would recommend visiting the Belgian Federal Government web site (http://www.belgium.fgov.be/), in which you will find the address to the Palace in Brussels, Stuyvenberg. I recommend you write to Her Majesty the Queen and ask her those genealogical questions, and I am certain she will be able to point you somewhere, or maybe proclaim a connection. The Queen is usually most cordial to respond through her secretary. Other than that, I am certain with the name of Mora you do have a connection, but where, that question remains to be unanswered.