I don't take a whole lot of bird shots, but I have never seen this type of behavior before. Maybe it thought it wasn't a bird, or maybe it was just hungry. It couldn't get it down anyway and ended up flying off.
Great images, a little gruesome, but that's nature. Great Blue Herons will eat just about anything - it doesn't surprise me in the least that it would try and eat a Grebe. There is even a case documented, somewhere, of one eating a small rabbit. Just curious where this was taken.
I haven't actually seen the eating habits like this.. although it doesn't surprise me. They are voracious and agressive eater / hunters. I actuall saw a heron kill a pelican one day! They were on a fishing pier, and tourists were feeding them scraps. The pelican was getting more food as the tourists seemed initimidated by the herons sharp beak. The heron drilled that poor pelican right between the eyes with that beak, and the pelican never knew what hit him.
I have been spiked by an egret the same way... talk about OUCH!