Congrats on your first grouse. You got a good piece of meat there and it would be a shame to waste it. It looks to me(in the pic) like it is either just a bit of fat or maybe a bit of bloodshot skin from the pellet hits. Harmless.
Best and quickest way for a newb to cook a grouse is to do a stir fry with thinly sliced grouse breast and a few thinly sliced veg over a med/high heat. Keep it simple.
I`m pretty sure ole JW will agree with me.
Ron