Uncle Grady is Grover's fire fighter uncle. He comes over to Grover's house in the 1991 Sesame Street storybook I Want to Be a Fire Fighter. The story takes place on Uncle Grady's birthday, and Grover's Mommy has baked him a cake. Grady arrives in his fire fighter gear, to show off to his adoring nephew. He then takes Grover to the firehouse, to show him how fire fighters work and live.
Grover clearly idolizes his uncle, and plans to be a fire fighter when he grows up. He asks his uncle if they can drive a hook and ladder truck together when he becomes a fire fighter.
Uncle Grady is mentioned again, but does not appear, in the 1995 book I Want to Be a Pilot. Ernie learns about the different types of air pilots, and thinks Grover (who still aspires to be a fire fighter like Uncle Grady) would be excited to learn he can be a fire fighter *and* a pilot.