I tried it according to the updated README and I found the following:
phpcs.xml gets created as expected
grumphp creates its own, default grumphp.yml file preventing our version from getting created
Proposed solutions:
We could somehow force our package to run the install scripts before the ones in grumphp get called (is this even possible? composer hooks need to be researched more)
We should simply try to create grumphp.yml (as we do now) if that fails or there's one already there, create a grumphp.dev-tools.yml and write about it the console.
As written in #3 :