Grizzly Shawn is one of Springfield's more prominent gay residents.
He was first introduced in the season 22 episode Flaming Moe, where he repeatedly tried to ask Moe out, and has since gone on to be a common filler character in episodes or scenes that involve Springfield's LGBT community. He's often implied to have somewhat bizarre sexual tastes.
He was later "adopted" by Julio and Grady. (Julio claimed that he and his partner had "already adopted a baby!" when they were asked to be the Simpsons children's guardians in "Changing of the Guardian", but it was just Shawn dressed in baby clothes.)
He also appeared as a lumberjack in The Burns Cage.
The name Grizzly Shawn probably stems from his large, hairy appearance and the fact that gay men of that type are often called "bears."