Well, Grenn sort of makes sense since he served as a replacement for Donal Noye. And since Noye isn't in the show, I guess they still wanted SOMEONE we knew to die at the gate. But yeah, sucks they killed Pyp as well. Though as you said, they didn't really do much going forward (hell, I had to look at the AFFC appendix to double check that they DID survive the battle
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Now that his time has come, I'm especially thankful they gave us those scenes with Arya at Harrenhal so we got even more of him.