E. Cobham Brewer 1810–1897. Dictionary of Phrase and Fable. 1898.
Grig.
Merry as a grig. A grig is the sand-eel, and a cricket. There was also a class of vagabond dancers and tumblers who visited ale-houses so called. Hence Levi Solomon, alias Cockleput, who lived in Sweet Apple Court, being asked in his examination how he obtained his living, replied that “he went a-grigging.” Many think the expression should be merry as a Greek, and have Shakespeare to back them: “Then she’s a merry Greek;” and again, “Cressid ’mongst the merry Greeks” (Troilus and Cressida, i. 2; iv. 4). Patrick Gordon also says, “No people in the world are so jovial and merry, so given to singing and dancing, as the Greeks.”
