The thing that a court jury demonstrates when they make decisions and rulings based more on beliefs outside of law, or to appear more important than their jury position entails. It usually involves decisions based on facts that don't pertain to the actual charges in any way.
It doesn't have to be a grand jury. That just makes the pun work is all.
Everyone knew that Mr. Chang was a dangerous assassin, but the prosecution had no legal evidence whatsoever. Luckily, the jury showed delusions of grand jury by sentencing him to death. See in this one, the grand jury reference does make sense.
The jurors exhibited delusions of grand jury when they convicted the man solely on the basis that he liked to carve wooden figurines.