Command grab with Shazam (and a lot of grab characters) should never whiff just because the opponent is mashing buttons. I'm not talking about his grab being stuffed, I'm talking about a well-placed Herculean Might being completely avoided at point blank range due to an attack's startup animation.
I'm soo seconding this. Considering that Shazam's grabs aren't really grabs (more like low/OH with unusual hitboxes and "block advantage" that depends on what you cancel them off), they should not really follow those grab rules.
Then again, I think that people credit too much of their problems to grab immunity. Remove it completely and you can still jump out of grab attempts and full combo punish them. The real reason why grapplers struggle is because tick throws are unsafe mixups in the game where many strong characters have safe or hard to punish ones (naked throws have even more problems, so...).
Another problem stems from the same general design: whether you are required to jump out of grabs to avoid them or go with grab immune attack, the followup is often safe even if grapler reads it and blocks instead. risk/reward is just stacked against it, and then graplers have to get in, which they struggle with in this game against, again, quite a few top-tiers.
I may leave out specific situations here, but in general, I'm afraid that existence of grab immunity really just makes you realize how much of a bill graplers are in this game sooner rather than later.
OT: I mostly played Grundy, but not too much. I don't know if there's anything wrong on fundamental level with him. Aside from what I've typed above, he suffers from lacking tools and characters being hard counters to other characters in this game more than from some mechanical weirdness.
Heck, just read 1st reply on Joker to see what I mean when I'm saying that Grundy works as intended, more or less.
That said, there are two technicalities I'd like to point out: his pain chain is the only move with cosmetic multi-hits that can be wagered in the middle of it, and, on the other hand, inescapable reset (which isn't really that much more damaging than something, say, Flash can do - but this isn't what this thread about though).