Grimm is a worshiper of Zenalith.

Although Grimm's occupation is a bishop, she is the worshiper of what's alluded to be an evil god. She's also known to be quite flirtatious, but gets easily flustered when put into lewd situations. Grimm is also known to become languid when exposed to the sun making her deeply tired in the process.

(Source: Combatants Will Be Dispatched! Wiki)