Creatures known as "Grumkins" and "Snarks" are mythical creatures that appear in Westerosi folktales.
They are supposedly the kind of monsters that little children hear about in nursery stories, the kind spoken of in the same breath as ghosts, goblins, vampires, the bogeyman, etc.
The White Walkers have not been seen by anyone in eight thousand years by the time of the War of the Five Kings, and so they have become the stuff of legend. In the present day, White Walkers are most often spoken of in nursery stories and fictional tales, alongside the likes of ghosts or "grumkins and snarks".
While on their way to the Wall, Tyrion discusses Jon's decision to join the Night's Watch. Jon insists that the Watch defends the Wall from dangers from beyond the Wall. Tyrion scoffs that he means non-existent legendary threats, like White Walkers, grumkins, and snarks. Tyrion chides that Jon is a smart boy and can't really believe that this is what the Night's Watch actually does anymore (having turned into a glorified penal colony).
During a small council meeting, Tyrion is the only one at the table who believes Jeor Mormont's letter saying a dead man came back to life. Cersei belittles him, saying she never expected her brother to believe in Grumkins and Snarks.
In the books
In the A Song of Ice and Fire novels, Grumkins and Snarks are creatures of legend almost always mentioned in this pairing, usually mentioned when people are dismissing the White Walkers as nothing but the stuff of legends and children's tales, like ghosts, mermaids, White Walkers, or Giants.
What little information has been given is that Grumkins are supposed to be small of stature, and grant people three wishes. Sort of like the older "faerie" stories of Gaelic myth, however, Grumkins can actually be very dangerous - it is pointed out that stories about Grumkins are meant to frighten children. At one point it is also noted that Grumkins sometimes steal and replace children, like the Changeling of real-life myth.
In the A Storm of Swords Jon II chapter, the name is spelled as "Grumpkins" with a "p". Grumkins have been referred to so infrequently in the novels, however, that it is uncertain if this was a typo or alternate name - or if "Grumpkins" might actually be the official name. Similar mixups have occurred in the spellings of infrequently used names such as "Sothoryos" and "Shamyriana". Even within the book continuity, it is still unclear whether "Grumkins" or "Grumpkins" is the official version. "Grumkins" is listed here because it has appeared more often. Functionally this isn't much of an issue in the TV series, given that due to the structure of the word, even if it has a "p" it is functionally silent, so how it is spelled wouldn't really affect how characters like Tyrion pronounced it on-screen.
Snarks (at least in name) could be in reference to a creature of the same name created by author Lewis Carroll. These creatures are explicitly unimaginable with several different traits like feathers and whiskers.
- Grumkin on A Wiki of Ice and Fire (spoilers from the books)
- Snark on A Wiki of Ice and Fire (spoilers from the books)
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