Strategy: The Grigori are the only civilization that can recruit the powerful Adventurer unit. The Adventurer is a Great Person and Hero that can be upgraded into almost any human unit. The Grigori use these customizable Heroes as elite warriors, and they can grow into some of the best units in the game.
Treasure your Adventurers! They are the units with the most potential in the game. In the early game, your adventurers are too weak to explore safely. Let them sit in a city and gain experience while you save up some gold. Then pay to upgrade them to a warrior or scout, and give them all their their promotions. Your first warrior adventurers can conquer cities single-handedly with Combat III and Shock. Later in the game, you can upgrade new adventurers to mounted units or adepts, depending on which tech branch you choose.
To get the most Adventurers you should avoid early wonders in your Capital - though you can also gamble and trust that the increased amount of GPP will compensate for a lower probability to spawn Adventurers. The Adventurer's Guild will boost your Great People production, which can be further increased by adopting Pacifism. Later on the Grigori Tavern also boosts your Adventurers. The Grigori World Spell, Ardor, resets the Great People counter, making it easy to acquire a large number of Great People very quickly in the later stages of the game.