MacGregor was supposedly a key ally of Robert the Bruce, resulting in claims that Henry II Sinclair, Earl of Orkney, granted him the lands of Lag in Dumfriesshire in 1408.

A Cloud of Witnesses, the principal martyrology of the time, charged him with command of the troop of dragoons that shot John Bell of Whiteside along with four others in Tongland Parish in February 1685, and David Halliday and George Short in Twynholm later in the year.

In 1685, after the accession of King James II and VII, Grierson was created a Baronet, of Lag, in the Baronetage of Nova Scotia, and awarded a pension.

Although he obtained his release on a substantial bail, and continued to receive his pension from William III, he remained under suspicion as a potential Jacobite rebel and was imprisoned again several times during the 1690s.

[2] In 1696 he was charged with being involved with the coining of false money at his mansion, Rockhall Tower, but it was eventually discovered that the house was merely being used for experiments in stamping linen with decorative patterns.

The two subsequently fell out over Lag's request to sell some of the property, though the resulting legal cases had the unintended effect of protecting the estates from forfeiture after William became involved in the 1715 rebellion.

Grierson of Lag was a byword for evil among the common Presbyterian folk in Annandale, who gravely asserted that he, like the other persecutors of the Covenanters, had intimate dealings with the devil, and that he was "partly in hell" before his death, in evidence of which they told that his saliva burnt holes where it fell, and his feet put into cold water made it boil.

Another described how the horses pulling his hearse to Dunscore churchyard died of exhaustion on the way and a black raven flew down and settled on the coffin, flying away only at the moment of burial.

[12] The conventional "beast" walked on all fours and had a long snout made from a large wooden kitchen pestle, with which the performer would "smell out Covenanters under the sideboard and other likely places": Fergusson said that anything "more striking, not to say appalling, to young minds can hardly be imagined".