I'm dead wrong.
They haven't played together, but the two are friends. In the affidavit, Grimsley identifies one of the players as his close friend, and as a former major league ball player.
http://www.thesmokinggun.com/graphics/art3/0607061grimsley15.gif
Who exactly does this implicate? Certaintly not Jason Giambi, but according to sources, Grimsley is close with Chuck Knoblauch. He played with Grimsley in both New York, and Kansas City. Could he be one of the names blacked out under there? He fits the bill of former player, and friend. You could throw the name of Roger Clemens out there. At the time, Clemens was retired, and therefore, a former MLB player.
Also, I can say with certainty that one of those players was a member of the 2003 KC Royals. Page 11 of the affidavit, states that Grimsley flunked a drug test in 2003, and that blacked out name (most likely a teammate) told him of the failed drug test. Infering from that, one can assume that one of those has to be a Royal.