My family emigrated from the Snow Hill area and I have tried unsuccessfully to make a connection with the Church. The Grimsley that lived in that area during that time frame Would have been John Grimsley (1721-1775). The Church is featured in "The History of Greene County" by James Creech. There is also an old house near the Church that is called the Grimsley House.Again I have not been able to make a connection. The house is also mentioned in Creech's book.
I wrote and obtained a short history of the Grimsley Church from the Free-Will Baptist Historical Collection, Moye Library, Mount Olive College, Mount Olive, NC 28365. Although it was interesting reading it did not tie down the reason for the name of the Church.
Needless to say I would be interested to learn of any connection you uncover about the reason for the church name.