During a meeting of Ironrath's small council, Lord Rodrik Forrester may ask about the state of House Forrester's allies. Duncan Tuttle responds that House Grayson, along with Houses Elliver and Brownbarrow, were wiped out at the Red Wedding.
In the books
Unlike the Forresters and Whitehills, House Grayson seems to be purely an invention of Telltale, much like Houses Branfield and Glenmore. The same is true for their allies, Houses Elliver and Brownbarrow.
Houses from the North