Dark Souls Remastered | Freeing Griggs of Vinheim in Lower Undead Burg & exhausting his dialogue

You need the Residence Key in order to unlock the door and free him. You can get this key by either purchasing it from the Undead Male Merchant in Undead Burg or by killing him.

After freeing him, he will show up in Firelink Shrine. He is a sorcery vendor.