Basically, a cat-witch, sometimes considered a type of fairy cat (though perhaps separate from cait sidhe) or phantom, oft times it was simply a witch's cat familiar.
Grimalkins in Kellwood are all intelligent and magical, they stand on two feet despite having a more traditionally feline body shape. It is somewhat awkward, but they wish to fit in with the other bipedal folk they deal with, and there seems to be a slight bias against creatures that walk in more "beastly" fashion.
They have also adapted to wearing clothing for similar purposes.
These are not the same as the taller more humanoid cat folk like the magic-shop merchant Perrdinal, who are distantly related "cousins" to Grimalkin. The typical Grimalkin possesses more innate magic than the average Cat Folk.