Grün was born in Vienna, Austria, and known as 'Heinzie' during his boyhood. He left Vienna in 1936 on the £200 legacy of an uncle to receive an English education at Herne Bay College. It was a good time for someone of Jewish descent to be leaving Austria. His father Willy, a heavy smoker, died of lung cancer while he was at school in England and his mother Marianne (née Zwack) was engulfed in the Holocaust being taken first to Theresienstadt and thence to Auschwitz after which she was not seen again.