Took me exactly 3 minutes to get it running....
How to install roms into Gridlee
Step 1: First you need a program capable of transfering files from your computer to you Iphone/Ipad. I used iFunBox, an app for Mac and PC. Just Google it, its free.
Step 2: Connect your device and open iFunBox from your applications folder (Mac). Once open, you should see your device listed in top right corner under → Connected Devices → [your device], then from the left hand column, follow the drop down tree until you reach the roms folder→ User Applications → Gridlee → Documents → roms. In this folder you should see gridlee.zip already installed.
Step 3: From the roms folder, you can just drag your collection of zipped roms over to your device.
Step 4: Once you’ve dragged more zipped files into Gridlee’s ROM folder, close iFunbox and disconnect your device and open Gridlee. Instead of automatically opening Gridlee’s rom, you’ll see the standard MAME4iOS Reloaded selection screen. Choose the game you want to load.
Out of the 6 roms I transferred over, only 3 worked and 1 of the 3 (Gyruss) was unplayable (laggy). This is just a problem of my MAME ROM version (I think mine are version .106 and MAME4iOS uses v1.3 0.139u1). Anyway, enjoy...I don't think anything listed here is legally questionable

(you of course need to own the ROMs), but if there is, mods please delete.