Grobnar is forced on you for a reason.
I believe there was a mod that enabled on-the-fly change. I can try to search for it when I have time.
This would be great, my character is a Bard (human) and she doesn't need Gronar + he's too slow...
Whether it is a good or a bad idea, I can't say. But the authors are trying to tell a specific story about each of your characters. In the few times that they require you to have a particular hench with you it means you are about to see some content that pertains to that character. And there are probably dialogs with that character that will refer to it (that won't make any sense if the character hasn't been exposed to the content).
I'd recommend that you just go with it. It never lasts for very long, anyway.