as black i try to play the dutch or the french and i have had problems with grobs opening 1.g4. as you say its obviously not the strongest but i dont really know the correct way to refute this line. i think the fact that this opening/defence is so rare it is hard to remember your previous games in this line.
1e4,g5?? the strange Grob's defence.

This not dangerous at all, because it's exactly what I play with Black against Grob: 1.g4 d5 2.Bg2 Bxg4 2.c4 dc 3.Bxb7 Knd7 4.BxR QxR 5.f3 For the exchange Black has a nice development and a pawn.
In the above position White plays also Knd2 and after BxR the Queen takes the bishop forcing f6 after which follows Knf3 (White is four tempi ahead then!).

I have a deep interest in offbeat openings and variations. 1.e4 g5 does have a good level of surprise value and can work if the opponent doesn't know the lines well. After 2.d4 Bg7, a strong club player may decline the offer of the pawn with moves like 3.c3, 4.Bc4 and perhaps 5.Ne2!? aiming for a later Ng3, taking advantage of the weakened squares f5 and h5. However, although White will probably get a strong hold on the game, Black cannot be swept aside so easily. If Black can adopt a set-up something like g5,h6,d6,Bg7,Nf6,0-0, White may not have it all his own way and depending on the position Black may have further options, like Nc6/Nbd7/c6.

I play this exclusively and learned it in the park to hustlers who took my money. I learned it slowly in correspondence chess and it truly works when you figure out the lines. Tactics galore, hesitation on the opponents part who is seeing this usually for the first time (true novelty alert), most crucially, it puts the fun back in chess and does what the opening's supposed to do: creates a difference around which you build your army, not the other way around. Besides who the hell doesn't know 20 moves deep into the sicilian or Ruy, that's not chess, that's memorization. How unfun. This style is a fight and makes people think from move one; not to mention all of the traps in it lawdy lawd, you can win pieces in 5 moves, checkmates in under 10, and 1/7 games end by move 8 with a piece lost and a big fat resignation take my word for it if you are under 2000 you can learn tons playing this old Genoa style.
This morning in the chess club where I play I saw a funny answer against e4, obviously not correct, but if can be very dangerous for both of player if u'r playing against someone that is not stronger or good in calculation.