Grimr is Old Norse and a byname for Odinn. It is generally translated as the "Hooded One" and refers to Odinn's frequent use of disguise when wandering in the world of men - Midgard or Middle-Earth. Saxons used Grima as for Grimesdich which is synonymous with Wansdyke - Grimr, Grima and Woden all being names for Odinn. Later, Odinn became synonymous with the Devil also and so Devil's Dyke (Cambridgeshire) means much the same as Wansdyke (Wiltshire)

However, as always with place names, things are far from simple. Yes there is the Grimr/Odinn association with many places that appeared sinister of magical in some way, but to understand the etymology of any placename, you have to go back to the earliest record of it. Grimley in Worcestershire means a wood or hill haunted by a host or spectre and that is loosely linked to Odinn, perhaps. But then there are place-names which are quite different such as Grimstead which was originally "Gren-haemstyde" meaning a green homestead and identical to the more common Greenstead