Hello and welcome to the forum.
From a quick look at the GR-1 manual (which I found on the Roland US website), it looks like you may need to change the MIDI receive channels on the GR-1 parts. The G2M transmits on MIDI channel 1 (this can not be changed) and the GR-1 default receive channels are listed on page 6-12 of their manual. They are Part 1: ch 2, Part 2 : ch 3, Part 3 : ch 4, Part 4 : ch 10.
The method to change the the GR-1 receive channel is shown on pages 6-15/6-16.