I tried 33k grids.  I actually did not care for what it did  

 The amp lost its 3D separated quality.  It did not affect the clean-to-mean transition as you noted.  However, I have 0.0044uF/150k in the preamp and a whopping 500pF fizz cap on the PI.  That mod really warmed up the amp without losing the TW signature sound.  I still much prefer the 6k6 primary tap because again with the 5k2 tap, some 3D is lost.  So I went back to 1k5 on the grids and the sound came right back.  So I will stay there.  The attack is fine for me now that I listen to it, for 
this amp.  Playing a PRS single cut with PAF style pickups, I'm getting a very Mississippi Queen sound.  I do hear that Voxy bark but the added low end of the paralleled 0.002uF cap gives a little more of the "Marshall Knock" sound to the cabinet.  But I gotta say, I like the clarity of the 1k5 grid resistor.  Also, the apparent depth to the bell-like shimmering sustain seems optimal with the 1k5.
EDIT:  Oh, also have a PPIMV, Cut, and Presonance control on this amp that make quite a difference.
Gain - 1pm
Bright - 500pF
Treble - 2pm (little more gain)
Mid - 1pm
Bass - 1pm
PPIMV - noon
Cut - 1pm
Presonance - Full CCW (max bass)
The hard blatty Voxyness seems to really "express" itself at very high volumes.  I prefer the crunch with the PPIMV rolled back to about noon.