This is set at some random point in Season 6... Don't ask me when. And don't judge me. I only watched Grian in Season 6 so far...

Grian stood in the shopping district, chatting with Mumbo, who he'd just met. 

'How's your base going?' He asked, even though he saw it every day.

'Great! How's yours?'

'Just as good... I keep running out of materials though...'

'You'll get used to that.'

'Yeah, there's a lot more blocks that go into stuff when I... think... about it' Grian trailed off, distracted, as Cub and Scar appeared, wearing their vex masks as usual, by walking what looked like straight through a solid wall. 

'Did they just...' Grian began. 'But they... What?!'

'Oh, yeah. They do that all the time. Anyway, have you got any shops yet? You'll need to make something before everyone takes the good ideas.' 

But Grian was still watching the convex as they walked on, talking, not paying attention to the fact they were about to walk right into another wall.

'Hey! Scar! Cub! Watch out!' He called as a warning. 'You're about to... hit... a wall...' Grian stared at where the two had just wandered right through the wall like it didn't exist. 

'Hey, G!' Xisuma landed next to Mumbo and Grian. The newest hermit looked over.

'X-I-suma! Hey!' He greeted, constantly glancing at the wall Cub and Scar just walked through.

'Something wrong?' The admin noticed that he was distracted. 

'Uhh... probably nothing... just my mind playing tricks on me. I though I might've seen Cub and Scar walk through a wall?'

'Oh, right. Yeah... they did. How's everything going?'

'Are we just going to ignore it now? Is this normal?'

'For anyone else, no. But for the convex... perfectly ordinary.'

'Right.'

'They started doing it last season, and haven't stopped since...' Mumbo added,

'You're both very calm about this.' Grian pointed out, concerned. 

'Yeah... don't worry. They're probably just pranking you.'

'Really?' 

At that point, Cub and Scar appeared again, back through the wall, 

'Hey Grian!' They said in unison. 

The builder, who hadn't even noticed them appearing, jumped out of his skin and turned around to face the duo.

'Hey guys...' Grian began slowly. Scar stifled a laugh.

'What's wrong?' He asked.

'Did we scare you?'

'By walking-'

'-though walls and-'

'-talking in-'

'Sync?' 

The two took it in turns speaking, and finished together, like they'd rehearsed it before.  

'Stooopp...' Grian moaned. 

'Why?' 

'We're just-'

'-having-

'-a-'

'-bit-'

'-of fun!'

'You're scaring me! Mumbo, get them away! X-I-suma! Cub... Scar... stooop...'

Synchronised, the two looked at each other and back at Grian.'

'At least take off the creepy masks...' 

'But why should we?'

'Have you practiced this?'

'Maybe...' They spoke together again.

'What's... 8 times 6?'

There was a slight pause, as they figured out what it was.

'46 - no - 48.' They replied in sync. Grian backed away towards Mumbo and Xisuma.

'Mumboo... make them stooop.' The builder quickly hid behind his friend, pushing him towards the two convex.

'Umm... ok? Stop?'

'No.' They both said, but Scar was ever so slightly behind. 

'You're scaring Grian. Now, stop.'

'Why should we?' This time, Cub was a word behind. 

'And apologise for scaring him.' X added. 

'Sorry...' Scar looked guilty. 

'Yeah, sorry...' Cub agreed. 

'We'll stop doing it now.' They spoke in unison one last time, turning in sync and walking off, back through a wall again. 

Ok, this was fun to write. 

I just came up with this while thinking about the idea that Vex magic gives you the ability to walk through walls, and added in a new idea of them having a psychic connection.