Incidentally, the best official text description I know of is in Sorcerer, when you actually become a grue and visit a grue colony. IIRC, even that description is vague, but does cannonize that they are large four-legged reptiles.

Add 100, left 50. Repeat, over.

[…] three weeks of winter were employed in butchering, and more than an acre of field surrounding the cheapstead at Housewick was covered with knots of men and women decapitating and flaying their flocks.

And heard in their native dulciloquent tones / The strains of that land where the surname is Jones.