Brewer's: Grig

Merry as a grig. A grig is the sand-eel, and a cricket. There was also a class of vagabond dancers and tumblers who visited ale-houses so called. Hence Levi Solomon, alias Cockleput, who lived in Sweet Apple Court, being asked in his examination how he obtained his living, replied that “he went a-grigging.” Many think the expression should be merry as a Greek, and have Shakespeare to back them: “Then she's a merry Greek;” and again, “Cressid 'mongst the merry Greeks” (Troilus and Cressida, i. 2; iv. 4). Patrick Gordon also says, “No people in the world are so jovial and merry, so given to singing and dancing, as the Greeks.”

Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
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