During his time at Oxford Grissell came under the influence of the leading tractarian, Dr. Henry Parry Liddon. He became increasingly involved with the Anglican High Church movement and was admitted to the Brotherhood of the Holy Trinity, a movement existing to promote High Church principles within the University. Grissell was received into the Catholic Church on 2 March 1868, at the hands of Henry Edward Manning, the Archbishop of Westminster. Grissell died in Rome on 10 June 1907, leaving his relic collection to the parish of St. Aloysius Gonzaga in Oxford.