Final answer:
The literary device employed when Grimsby says, 'Heavens, no' is interjection.
Step-by-step explanation:
The literary device employed when Grimsby says, 'Heavens, no' is interjection. An interjection is a word or phrase that expresses strong emotions or exclamations. In this case, 'Heavens, no' is used to convey surprise or disbelief. It adds emphasis to the speaker's reaction and helps to portray their personality or attitude.