I have always thought that Hogun was bynamed "the Grim" simply because his sense of humor was too dry for Asgardians.
Sample of Hogun (when asked if he got his boars in Texas): "That is where they are to be hunted." A simple "Yes" would have done, yet he chooses to subtly emphasize the obtuseness of the question.
Sample of Average Asgardian (shamelessly stolen from Up: "A frost giant says, 'Oh no, I tried to trick Thor and he hit me upside the head with his hammer and now I am dead!' It is funny because the frost giant gets dead!" (gulps mead)