I was wondering if you could try two things:
1- does it work if you use GRIB_GET_ARRAY with the key set to "values":
http://www.exelisvis.com/...GRIB_GET_VALUES.html
http://www.exelisvis.com/.../GRIB_GET_ARRAY.html
2- does the example code for GRIB_GET_VALUES work fine?:
http://www.exelisvis.com/...GRIB_GET_VALUES.html
cheers,
fernando