The thing to keep in mind with the Daedric Princes is that you're only dealing with the avatar of them. The real prince is their realm and their sphere. When you enter the gate at Kvatch and walk through the hellish landscape, then this is Mehrunes Dagon. Well, a little part of him, either way.
This is the way the daedric realms were explained to me. If this is the case, one of two things must be true:
1) The Grummites, Elytra, Bloodgrass, etc, are all daedra, be it that they are part of the prince or among his lesser daedric servants.
2) The Grummites, Elytra, Bloodgrass, etc, are mortal, which means that the daedric princes have parts of themselves which are not immortal. Or, I suppose, you could say that the daedric prince creates conditions for life to exist upon/within themselves.
I think Grummites are out by the very fact that they reproduce and go through an egg/infancy/adolescence stage. Very different from the lesser Daedra, who get cast into the waters of the void and are reborn when they eventually swim their way back.
I don't think just because they go through different stages means that they aren't daedra. Were we not just talking about forms, and the possibility that Golden Saints/Dark Seducers choose a male or female form depending upon their rank?
The possibility that Grummites have a hierarchy that is based and ordered upon the time spent serving Sheogorath, revealed by their current form, isn't so far off. I think we could also possibly see daedric jealousy of mortals by looking at it this way. For example, Grummites new in Sheogorath's realm take small, more animalistic form. However, Grummites with seniority (longest time spent in Shivering Isles) are allowed to take a much more anthropomorphic form.