You have to remember, Chris, that Grist to Whose Mill is fiction and that the characters are are only based on people that we can identify. For example, Exeter Fall is not Gerald Yorke; the character of Exeter Fall is based to a greater or lesser degree on that of Gerald Yorke.
I doubt, for instance, that Grant really believed that the shade of Crowley caused the explosion that killed Parsons. However, in the novel it is the shade of Seeley that helped Vickers on his way.