You receive this log message that Grape is not installing:
INFO : Not installing New Relic supported Grape instrumentation because the third party newrelic-grape gem is present
New Relic does not support the third-party
newrelic-grape gem. If the Ruby agent detects the
newrelic-grape gem, it does not install New Relic's built-in Grape instrumentation. Removing the third-party gem allows you to use the the supported Grape instrumentation.