Come to think of it, I was playing with a lot of expansions when I extracted my playable Grim, so he probably has clothes that aren't in your game when he's not in his usual outfit. I think they would just be replaced with stuff you do have but changing Grim's clothes can make the game buggy, so you're probably better off with a base-game version. I found the one on the
Swap Shop, uploaded by chetanhaobijam, which only uses base-game items and so should be fine in your game. (Having
Supernatural as well won't stop base game content working.) Just click on the link to download Grim, move him into your Downloads folder ([My] Documents/Electronic Arts/The Sims 3/Downloads) and launch the game. Click on the downloads button at the left-hand side of the launcher, select Grim and click Install. He should then appear as a pre-made Sim in Create a Sim/Create a Household.