Isayama never really confirmed Grice's death. We all know Isayama never kills characters without informing the reader (such as Ymir, who was killed off screen, but the death was officially confirmed).
Grice could have managed something, as the amount of Titans at one location was always less, they had to be called out. Ymir managed to get into the Walls even after being very far away from them and she didnt even know how to transform as of then. Grice may have survived, and may have confined himself in an outer district, as he was a way better spy than Grisha. I don't know, maybe the next time we go to paradis after Marley arc, we may get some info on that. He and his family have become important, seeing that his nephews have become protagonists....