If you have a monster that uses DEX for attack rolls on it's natural attacks instead of STR, and that creature has the Grab ability with one of it's natural attacks, does that creature also use DEX on it's grapple checks?
Weapon Finesse: If I have this feat, can I apply my Dex bonus to my combat maneuver checks instead of my Strength bonus?It depends on what combat maneuver you're attempting. Disarm, sunder, and trip are normally the only kinds of combat maneuvers in which you’re actually using a weapon to perform the maneuver, and therefore the weapon’s bonuses apply to the roll.
Grapple is not one of the listed maneuvers, but in this case it does seem like the creature IS grappling with a finesse-able weapon, it's natural attack. Would it thus use DEX for grapples?
Creatures that are size Tiny or smaller already use their Dexterity modifier in place of their Strength modifier to determine CMB. So, I don't think it would be to much of a stretch to allow it.