Awesome! This looks pretty cool.
Zanza's a girlier Shulk.Hes more feminine.
Grima's still greater XD

Better than Grima? In my opinion eh... Zanza has more character I feel. Grima is just more like "Rawr I'm a gonna keel you!" once they're awakened.
When Zanza's reborn out of Shulk he's more not yelling in your face and more of a graceful fiend planning this for such a long time. He makes you feel help less because he IS the one who created the Bionis, your home. And just wants to destroy it only so that he can live on and not die.
Grim is scary to the characters because some of them whitnessed the destruction of a once peaceful world. The fear is what makes Grim a looming threat. They describe this to the first set of characters causing the urge to prevent it happening. When it does happen it creates a sense of failure. Thus causing their fear. Yet Grim's character themselves? Eh... not too interesting. They sort of feel like that typical "evil" side sterotype of the MU. I find Grim's followers more interesting than Grim themself.
Zanz has his own set of followers too but the only-

Really notable ones are Dickson, Melia's mother and sort of Alvis.(He's weird like that.)
Grima's following has more characters thus more interesting even if all of the mentioned of Zanza's lot is pretty intersting.
In my opinion Zanza> Grima.
Zanza's following<Grima's Following.

Everyone has opinions.XD
Alvis is badass