Interest in this epithet of Odin's was renewed when it was casually tossed out in a recent episode of American Gods. *
My question has three parts:
What is the meaning of Grimnir? I found this Old Norse lexical entry for grimmr but welcome more detail.
Is this epithet restricted entirely to the Grímnismál or is it common across the canon?
Is it correct that the use of "grim" in names is a reference to Odin. Thorgrim, Hallgrim, Skallagrim, etc.
* I mention the work that prompted the question because I consider Gaiman an exemplar of modern adaptation of mythological material. It is worth noting that the de facto name for Odin in American Gods is "Mr. Wednesday".