In an interview some Top level players have said, that 1.g4 is worse than 1.h4, and this is probably correct, but nonetheless you can play the Grob if you like.
The difference is that 1.h4 allows you to respond to blacks first move, with either c4 or d4.
The idea that you have to punish a bad move is ridiculous, because if somebody has prepared a line or examined the move they played, then they know what they are looking for...
After a move like 1.h4 I'd say, I'd be expecting black to respond with 1.d5, to prevent white from lifting the Rook to h3, now from that point you could work on some ideas... just my thoughts...
I myself like playing it because of how simple it is and how much it can throw off lower elo players like myself but I just want to see what people think about the opening.