Hi. This wiki chose to use the neutral "they" as Grell's pronoun as there is a LOT of debate going on whether to use "he" or "she" for Grell. (Like, actually, Grell is not "really a transgender person," but an okama - which is a term only used in Japan and not quite easy to translate and explain (and unknown to most Western people). Some explanations.)
This debate is running for a very long time now, and in the end, it's mostly a matter of interpretations; and as the wiki wants (and has) to be as objective and neutral as possible, we decided to use "they."