Well from what I know Captain Nazi is up there in Captain Marvel's department so he should certainly have no trouble with Grimm.
__________________ "Crush your enemies. See them driven before you. Hear the lamentations of the women." - the prophet Mohammed, single-handed inventor of terrorism, pedophilia and moon-god worship
Captain Nazi is certainly not way above Thing. He's mid tier on average. During the Golden Age/Silver he was treated as a coward most of the time and was defeated by Captain Marvel Jr.
The only time I know where he got respect was Villains United where he took out Black Adam colliding with each other. Gail Simone.
__________________ “If Your Power Was ‘Smartest Man In This Or ANY Room’, You’d Be Testy, Too.”
i remember seeing him in the wonderwoman comics not that long ago and he held his own pretty well. he lost of course but still [hope im recalling that fight right lol] =/ honestly i see him having the advantage of flight and in strength. if he has a cowards impulse he can just keep his distance and beat the thing with random crap , push over a building. hit n run and all that crap.