The Gritzy Caves is a giant series of caves right under the Koopaseum in Mario & Luigi: Partners in Time. This was once Petey Piranha's home. Monty Moles run an Item Shop here too.
After Shroobs struck the ground with the mallets they were holding, Mario, Luigi, Baby Mario and Baby Luigi all fell down through the resulting hole into the Gritzy Caves. Then, they found Kylie Koopa, who got eaten by Petey Piranha.
Mario and company later fought Petey Piranha. Kylie, a Cobalt Star and a Cobalt Star Shard, flew out of Petey Piranha when he was defeated.