So apparently general Grievous was a "reptilian humanoid" before becoming a cyborg. I looked into reptile anatomy for reference and some of them have two dicks. Meaning that based off of that, he might have two dicks as well.
Grievous exists in a very funny middle ground between “tragic, fallen hero” and “unrepentant, maliciously assholish genuine villain”. Like, yeah, you could focus on the tragedy of his story and the drama of his life, or you could focus on the demented evil cyborg who cares only about murder. Both are equally valid.