This man's BROTHER enlisted with the Middlesex Regiment in 1915 as FREDERICK ARTHUR MARSHALL, and so the papers are filed in the MAR section of the WW1 Service Records (WO 363). His papers are littered with the note ALIAS GRONWALL, F - but sadly there are no pages to show the exact name/reasoning.
GRONWALL has a German ring to it - perhaps that is the reason for MARSHALL?
But it is unlikely that 2 brothers would both be FREDERICK.

The real Frederick GRONWALL was age 40y in 1920 when he completed the "Death Details" form.
Address: Pimlico, London
Children: Minnie (1905), William (1907), Frederick (1912) & Eva (1919).
(Wife: HINKLEY - Source: GRO)

The brother who served with the Middlesex (Regt Nos 4849 & 241354) was killed in 1917.
On enlistment in June 1915 he declared age 26y (c1889?), next of kin Aunt Nellie MARSHALL (Battersea).

The form shows both parents deceased - father died in 1909 or 1919.
I cannot find Frederick's birth - perhaps the brothers were born overseas?

Anc****y, MAR, pages 15048-15069