Level 100 Statistics (see level 5, 50, 100)
Grumpig is pretty cool, but it cannot be used in anything except the UU environment. There, however, it is one of the premier special tanks.
Substitute and then proceed to Calm Mind when against other special attackers. The more Calm Minds you get, the harder the Substitute will be to break. Hidden Power Dark is your best bet against enemy Psychics like Grumpig and Hypno, and is usually the best choice. Ice Punch can hit a common physical attacker, Gligar, very hard. It also does a tad more to Fearow than Psychic. Fire Punch is mostly for BL-allowed tournaments to hit Steelix.
Use Trick to get rid of the Choice Band for, hopefully, some Leftovers. Proceed to Calm Mind and attack as you would with the first moveset. You could also use Substitute in that third slot, if you really want.
Counter + Calm Mind is really deadly. Calm Mind, Thick Fat, and Grumpig's naturally high Special Defense will protect it from special attacks, so your opponent will naturally try and use physical attacks on Grumpig. This is where you hit them with Counter, setting you up for an unimpeded sweep. Grumpig can use Toxic to stop enemy Grumpig and Hypno better, but you'll want to pump Speed for this, to make sure you can get in a Toxic before they Substitute. You can Focus Punch with some Attack EVs to hit Kangaskhan and Aggron on the switch. Magic Coat can reflect random status, especially Toxic.
Focus on Special Attack and HP, and give it a little bit of Speed.
Checks and Counters
For the Trick Band set, bringing in any Choice Bander to take the Trick will send Grumpig running and hamper its usefulness. For the special sweeper set, ironically Trick Band Grumpig or Trick Band anything will stop it dead. Seismic Toss Hypno will also be enough to stop Grumpig from sweeping, unless it has Hidden Power Dark.