The Grim Reaper that comes with the Door of Life and Death is actually a normal NPC dressed as Grim. The real Grim Reaper can't be turned into a vampire because he's already a special life state of his own.
Still a pretty awesome thing to do, though.
That actually explains a lot! Like why Grimmy stays put in the relationships tab even when 'inactive.' I kind of figured he had to have a different setup, what with him showing up only when summoned, and never to do any actual reaping :p
Thanks for the clear explanation, it makes tons of sense. And yeah, I couldn't play for a bit from laughing so much
EDIT: As for taking screenshots with the menu still showing,
there should be a setting under Options... to disable hiding it. Just activate that and take screenshots the usual in-game way. With the Print key method, you'll need to open an image editor such as Paint then paste by pressing Ctrl+V. Hope it works for you!