I am sympathetic with the strong desire for this feature and am not shrugging it off. I have tried to make this work but it's proving extremely difficult, bordering on impossible.
The JUnit API provides no mechanism for composing runners which is essentially what is required here. The problem is that the only way to reliably provide the dependency injection, transaction rollback and request context is to use a runner, which precludes using other runners.
That said, I'll make another effort for 1.4 and at worst make it possible to use these different runners in such a way where you have to manage what the Grails runner does yourself.