In his Bombers debut, Grigsby rushed for 122 yards on 21 carries.
He did not play in Monday's 41-9 loss against the Edmonton Eskimos, as the team opted to give Paris Cotton a shot.
Grigsby had previous CFL experience with the B.C. Lions. Before that, he signed with the Miami Dolphins as an undrafted free agent in 2011.
Grigsby and football fans took to Twitter to weigh in on the development, with Grigsby saying he had asked for his release.
"To all my fans, I love all the support and they backed me into a corner! That I had know [sic] other choice. Only they can answer that!" Grigsby tweeted.
"To all my teammates and fans here in the Peg. I love and wish you guys nothing but the best. I asked for my release."
Read a selection of people's reactions in our Storify below.- ON MOBILE? Read our Storify here.