A character who is grimly fascinating can be described in various ways, depending on the context of the situation. They can be referred to as enigmatic, mysterious, intriguing, captivating, or beguiling, alluding to their strangely alluring quality. Such a character may also exhibit traits of a wicked, callous, or macabre personality, and hence, may also be described as chilling, eerie, or sinister. However, it is important to note that a grimly fascinating character can also be one that is admirable or inspiring in some ways, and so, may be described as charismatic, compelling, or commanding. Ultimately, the choice of words to describe such a character will depend on the writer's perspective and the story's context.