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I did not see anything in the rule book under grappling or ranged combat that cleared up this question. Can you shoot into a grapple? If so is it the standard -4 to hit unless you have Precise Shot?
Since neither grapplers threatens the other, i would say that you don't take the penalty for shooting into a melee, but you actually get a slight bonus, because the grapplers take a -4 penalty to their dexterities.

Moglun |

You can shoot into a grapple with the usual -4 penalty for shooting into melee unless you have Precise Shot or there is sufficient size difference or distance between them, and potentially a +4 cover bonus to AC if someone (like the other grappler) is in the way of your target. The grapplers do take -4 to their Dex. While they cannot make attacks of opportunity, they do still threaten their usual areas.

HaraldKlak |

I would most certainly use the standard -4 (without precise shot).
While the rules specify "engaged in melee = two characters where one threatens the other" for shooting into melee, I won't take it as literal.
By the same rules it isn't difficult to hit to characters in an brawl, but if one of them have got IUS or draws a knife, it suddenly gets a lot more difficult.
The rules grants a reasonable baseline, but not one that should be applied without common sense.