I checked page 413 of the out-of-print book titled, Adoption Agencies, Orphanages and Maternity Homes--An Historical Directory, and it lists the Lutheran Children's Friend Society, located in Wauwatosa.
There are a few other institutions in that town, which is a branch post office of Milwaukee and is in Milwaukee County, Wisconsin. If your maternal grandfather was Protestant with a German surname, he may have been resident at that facility.
In 1922 it was called the Evangelical Lutheran Kinderfreund Society of Wisconsin, 222 (?) Germania Building, Milwaukee, with a receiving home in Wauwatosa. It provided residential care for 114 dependent children.
To see the list of inmates--assuming the Society had an orphanage--check the federal census of 1910. Better yet, seek free help on a message board devoted to the genealogy of Milwaukee County :http://boards.ancestry.com/mbexec?htx=board&r=an&p=l...
It's better to have a specialist with experience in researching censuses, especially one that has not been indexed by surname. There is also the matter of Ancestry.com charging a subscription fee for online access to censuses--a fee the specialist might have already paid.
The most recent census conducted by the State of Wisconsin (not federal) was in 1905. At one time, it was in the custody of the Secretary of State, office in Madison, WI. Since I am not a specialist in Wisconsin research, I cannot tell you if the census is still there.
You might be able to find libraries and historical societies at Google.com and they can be asked if they have records from the orphanage of interest and if they have census records.