Can't access the full census until after the holiday, I'm afraid. But it does look as though Erin Place, and indeed most of what is Grosvenor Road is in St Georges.
MAPCO has also got Stanford's Map Of London Showing The Boundaries Of Parishes, Ecclesiastical Districts, And Poor Law Divisions 1877
Which puts Grosvenor Road in Pimlico (St George Han Sq), its on the Clapham + Lambeth section.
And doing an address search on the 1901 census site for 104 Grosvenor Road confirms this.
Looking up those references for the 1851 census, HO 107/1477 and HO 107/1478, the registration sub-district is Belgrave.
What I do know is that unfortunately the whole of Belgrave sub-district for the 1861 census is lost. So if they are there in 1861 then that will be why you can't find them (have same problem myself with one of my families)