If I cast grease on an enemy, and they try to grapple me, do I get bonuses to avoid or escape the grapple?
By the rules, no. You could give them a +10 circumstance bonus to their grappling CMD, or you could cast it on your own gear/body for the same, but you can't cast it on them to give yourself a bonus.
You can't cast grease on an enemy, only on an object, such as the enemy's armor, weapon, or clothing. Strangely, none of these have any effect on the enemy's ability to grapple nor your ability to escape from their grapple, even if you grease their full plate armor, including the gauntlets. But I'd house it as giving both parties the +10 bonus to avoid and escape grapples, because come on.