Source : Webster's Revised Unabridged Dictionary (1913)

Grig \Grig\ (gr[i^]g), n. [Cf. Sw. kr["a]k little creature,
   reptile; or D. kriek cricket, E. cricket.]
   1. (Zo["o]l.)
      (a) A cricket or grasshopper. [Prov. Eng.]
      (b) Any small eel.
      (c) The broad-nosed eel. See {Glut}. [Prov. Eng.]

   2. Heath. [Prov. Eng.] --Audrey.

   {As merry as a grig} [etymology uncertain], a saying supposed
      by some to be a corruption of ``As merry as a Greek; '' by
      others, to be an allusion to the cricket.