On Mission 08: Demon King, there are two areas where there is an "elevator" with platforms that go upwards, on the second elevator, jump towards the platform to the right when it appears, then use the snatch on the objects to reach the area with the Secret Mission.
The goal of this Secret Mission is to use Nero's snatch to reach the Blue Orb Fragment without touching the ground. All Grim Grips are perfectly placed for the player to reach them without Nero needing to use moves such as the Calibur.
All Grim Grip must also be shot with the Blue Rose before they can be interacted with, as such, it's best to always wait a small delay after snatching so Nero can lock on to the next target and you won't miss the shot. Make sure to pay attention to the UI and how the camera behaves - once the target is locked on, the camera will focus on it quickly and the "lock on circle" will appear around it, if it's not locked on, the camera will keep panning and following Nero's movements rather than the target's movement.
In additon, using melee attacks in the air such as the Roulette Spin can buy Nero time to lock on to the next target in case it was missed the first time. Riding the Punch Line also doesn't count as touching the ground, which can be used to skip the ending area.