Grigory was a nervous man who was afraid of death because when they opened him, he would know the name and function of each organ that would plop out. He tried to steady himself with drink.
When Natasha was unable to retrieve her father, Arthur Stengos, from Tranquil Repose through the Courts, Grigory helped her break in to steal his body. He was opposed to her killing a guard, however. They found Stengos had been taken from his casket and found him mutated and being turned into a Dalek. After Natasha killed her father as he had asked, they were captured and interrogated by Takis and Lilt, the security personnel.
The Sixth Doctor freed them. When they showed him the Dalek experimentation room, he planned for them to destroy the room and meet him at the reception area. When a Dalek appeared, they tried to flee, but the Dalek exterminated Grigory and Natasha before self-destructing. (TV: Revelation of the Daleks)