The basic gameplay loop isn't engaging. That's really what you should take away about Grimm. Aesthetically, the game is delightful, and while the direction it goes in storytelling is... bizarre, it's not bad, but the actual gameplay - which is a mix of Katamari Damacy with some extremely basic 3D platforming - bogs it down completely into a mess of repetition and tedium. Essentially they took the basic gameplay of Katamari, completely missed what made it good, and ended up with the mess that we see here.
Admittedly, even some of the later actual Katamari games managed to miss what made Katamari Damacy fun in places, but that hardly makes this excusable. Absent the progression provided by being able to pick up steadily larger objects, the entire game is just running around, watching things turn dark and dirty in your wake, and very occasionally jumping. It's incredibly dull, and it's a shame because everything else about this has potential.
There's been cases where I've stood up rather strongly for games that lack conventional gameplay, such as the excellent The Path, but this is a very different case from that. It's not that Grimm lacks gameplay in a traditional sense, it's that it has it and it's extraordinarily repetitive and unengaging. They could have just actually cloned Katamari in it's entirety and this would have been pretty damn great, but instead we ended up with this half-baked mess of a game. If there was any doubt, not recommended.
Also, while it's not a factor in this review, seriously guys - don't nag someone about the fact that they're playing the free episode when they own some of the paid ones. I have the entire series from a bundle and it's slightly annoying to get little nags in something that I spent money on and own.