Digital images do not have 'grain'. They have digital 'noise'.
Digital noise is created in a photo when exposures are made outside the cameras dynamic range.
HDR or High Dynamic Range is a technique we use to try and expand the limited dynamic range our digital cameras have.
Noise becomes more visible in digital photos that are underexposed.
A 3 exposure series that has at least 1 in the series under exposed are blended together to make an HDR photo.
A typical series would be -2 EV, 0 EV, +2 EV.
The -2 EV image in the series will have image noise.
Many just dump the 3 image series in a HDR application and do no other preparation work to the 3 images in the series.
That lack of preparation shows up in the final image.
A further consideration is the bit depth of the image files you used. A 16-bit depth file (Raw or TIFF) has a lot more editing headroom than an 8-bit file does.
JPEG is limited to an 8-bit depth and is a poor file type to use for making an HDR image. Some JPEG files have no editing headroom.
A better approach is to edit the -2 EV exposure by reducing the visible noise in the image.
Unfortunately, noise reduction also usually softens image sharpness.
In fact, noise reduction and image sharpening are like 2 sides of the same coin, so some of the sharpness lost doing noise reduction can be recovered by adding some image sharpening.
Many don't appreciate how labor intensive making a high quality HDR can be.
Prepping the series of exposures before they are blended, and after blending then going back and forth between the HDR blending application (like Photomatix) that can only do global edits and a regular raster graphics application (Photoshop, GIMP, etc) to do local edits is a long and often quite complicated process.
(A global edit affects the entire image, A local edit only affects part of an image.)
Halos are often caused by over processing in the HDR application. If you are using Photomatix the Micro Contrast adjustment has to be used judiciously.
Videos tutorials on Photomatix and shooting for HDR photography