GRENZO, DUNGEON WARDEN
Get Grenzo into play as early as possible. There's no reason for it to be later than your second turn. It's possible to do it on your first turn under perfect conditions. Don't ever pay any amount of mana into X of Grenzo's cost. Most creatures in the deck have a printed power of 2 or less. There are several creatures that boost Grenzo's power. The boost from those creatures makes it possible to get the few creatures with power greater than 2 into play with Grenzo's ability. Even if the stronger creatures end up in your graveyard from Grenzo's ability, there are ways to get them out of your graveyard and into play.
FIRST-TURN GRENZO
1) You need a Swamp and Simian Spirit Guide in your opening hand. Play the Swamp, tap it for one black mana, remove Simian Spirit Guide from the game for one red mana, use both mana to play Grenzo, Dungeon Warden.
2) You need a Swamp, Dark Ritual, and Manaforge Cinder. Play the Swamp. Tap the Swamp for a black mana, Play the Dark Ritual. Use one black mana from the Dark Ritual to play Manaforge Cinder. Filter another black mana from the Dark Ritual through Manaforge Cinder to get a red mana. Use a black mana from the Dark Ritual and the red mana to cast Grenzo, Dungeon Warden.
SECOND-TURN GRENZO
1) Obviously, you can play either a Swamp or Mountain on your first turn then play the other on your second turn to play Grenzo on your second turn. However, if you have a Swamp, Mountain, and Dark Ritual in your opening hand then you can play Grenzo on your second turn and activate his ability one time.
THIRD-TURN OR LATER GRENZO
You're playing it poorly. See above.
THE BIG POP
You want Crypt of Agadeem and/or Sanctum of the Sun in play as early as possible. Not everything will come into play with Grenzo and that's fine since it powers Crypt of Agadeem.
Crypt of Agadeem should be easier to get into play than Sanctum of the Sun. If you draw it then play it. If you draw Expedition Map then play it and use it to get Crypt of Agadeem. If Crypt of Agadeem gets Grenzo'd in your graveyard then you can use Conqueror's Foothoold (transformed from Conqueror's Galleon) to get it into your hand. If Conqueror's Galleon gets Grenzo'd into your graveyard then you can use the various artifact-recursion to get it into your hand.
The eariler you can play Heartstone and Azor's Gateway, the better. Since it's possible to get them into your graveyard through Grenzo's ability, there are ways to get them out of your graveyard and into play, your hand or on top of your library: Arcbound Reclaimer, Buried Ruin, Goblin Welder, Junk Diver, Myr Retriever, Scrap Trawler, and Workshop Assistant. The same can be used to get Conqueror's Galleon from your graveyard to your hand.
You'll want to get Azor's Gateway into play and transformed into Sanctum of the Sun as quickly as possible. If you can also get Clock of Omens and artifact creatures into play then you can get it done very quickly. With Azor's Gateway, Clock of Omens, and at least three other artifacts in play, you can get Azor's Gateway in play and transformed within one round:
1) At the end of the opponent's turn before your turn, activate Azor's Gateway.
2) Activate Clock of Omens, tapping Clock of Omens and another artifact you control to untap Azor's Gateway.
3) Step 1 again.
4) Step 2 again.
5) Step 1 again.
6) On your turn, activate Azor's Gateway.
7) Step 2 again.
8) Step 6 again and transform Azor's Gateway.
Once Azor's Gateway is transformed into Sanctum of the Sun, tap it for mana equal to your life total at the end of the opponent's turn before your turn. The color of mana doesn't matter, but black or red would be the obvious choice. Use all of that mana to activate Grenzo's ability as much as you can. If you have Heartstone in play then you get one activation for each mana you produced from Sanctum of the Sun. On your turn, attack with every creature you put into play at the end of your opponent's turn. You can use the mana from Sanctum of the Sun to activate Grenzo's ability a bunch of times again, if you want, to gain any bonuses from creatures that boost your creatures.
It's a similar scenario with Crypt of Agadeem: Get CoA into play, tap it for an amount of mana equal to black creature cards in your graveyard and, with Heartstone in play, activate Grenzo's ability as many times as the amount of mana you got from CoA.
That's best case scenario. Since it's not likely you'll get best case scenario consistently, here are some things to keep in mind in order to increase your chances of winning:
Use Buried Ruin to get Azor's Gateway, Clock of Omens, Conqueror's Galleon, or Heartstone out of your graveyard and back into your hand so you can get it into play. You can use Conqueror's Galleon transformed into Conqueror's Foothold to get any artifacts you need back into your hand.
Canal Dredger, Epitaph Golem, and Junktroller let you put creatures in your graveyard on the bottom of your library for Grenzo to bring into play.
If Balthor the Defiled is brought into play by Grenzo's ability at the end of your opponent's turn then you can use some of the mana from Sanctum of the Sun or Crypt of Agadeem to get creatures back from your graveyard into play through Balthor's ability. Check your opponents' graveyards for threatening black/red creatures before deciding to do that.
Kurkesh, Onakke Ancient is specifically in the deck to copy Azor's Gateway's ability. However, it can also be useful to copy abilities of Arcbound Reclaimer, Canal Dredger, Clock of Omens, Epitaph Golem, Goblin Replica, Hex Parasite, Junktroller, and Palladium Myr.
Blood Speaker is there to give you a better chance of getting Master of Cruelties and Rune-Scarred Demon. Otherwise, it's fodder for Hell's Caretaker, "Whisper, Blood Liturgist", Champion of Stray Souls, or just as a chump blocker.
Use Rune-Scarred Demon to get Azor's Gateway, Crypt of Agadeem, or Heartstone.
The Goblin P/T pumpers are specifically for a stronger Grenzo which means sneaking stronger creatures into play.
Using the Squees, Shirei, Hell's Caretaker, "Whisper, Blood Liturgist" and Champion of Stray Souls, you can swap out weak creatures in play with strong creatures in your graveyard.
If you happen to get Netherborn Phalanx into play with Grenzo's ability, that's great. But if Netherborn Phalanx ends up in your hand, you can use its Transmute ability to go get something else like Beast of Burden, Champion of Stray Souls, or "Homura, Human Ascendant". Anything useful that costs 6 mana.
Goblin Warchief and Frogtosser Banneret essentially give you two mana to put into Grenzo's X-cost for free, but also make your other goblins cheaper should they end up in your hand.
Don't worry about casting cards from your hand. With the exception of the six non-creature cards in the deck, everything will come into play through Grenzo's ability or creatures that have recursive abilities. Creature cards in your hand can be discarded to having more than seven cards in your hand at the end of your turn. Use the recursion to get them into play or, if their power is low enough, put them on the bottom of your library with Canal Dredger, Epitaph Golem, or Junktroller to get into play with Grenzo.
You can use Goblin Welder to get Azor's Gateway, Clock of Omens, Conqueror's Galleon, Expedition Map and/or Heartstone from your graveyard into play. You can even swap out Darksteel Citadel, Great Furnace, and/or Vault of Whispers to get them into play.