If I remember...correctly...again, anyone whose willing, correct me. Grim isn't Grim Jr's father. Grim Jr's "birth" father hasn't been revealed, but it was during a conversation between Grim and Nergal. I think it was brought up later on when Junior was human briefly in the snowy place; it's been so long since I've read the comic. Grim is considered Jr's father because he was aborted when Mandy was pregnant; to which, I do remember, when Nergal said, "That means your the father of all aborted children, Grim!" or something close to it. I hope that helps.