I don't want to dismiss Grenzo without having played it. And, I do want to play Grenzo. That card looks very fun. But comparing it heads up to Sharpshooter, I think I'm more likely to face decks where I would prefer Sharpshooter.
Sharpshooter: Death and Taxes, Elves, Infect, and TES. Also for anything with Pyromancer, Mentor, or Lingering Souls.
Grenzo: Miracles, Shardless, Burn, RUG, and Merfolk.
Given that, I think I would main Sharpshooter. And then Grenzo doesn't really earn the sideboard slot. Against Shardless, another Krenko is probably better as everyone chimed in (thanks!). Against the other pro-Grenzo matches we're mostly doing OK.

