I too have to go with Gryz. He's a devoted Ax-wielder, and I find him to be more useful that Odin despite his nearly non-existent Tech and Skill ability. He really needed a single enemy attack Skill though.
Odin is so very blah. He's just so frustrating to use because there are very few balanced regions in PSI where you can equip him with just a gun or just an ax and have it be the right equipment for him. The Lac Ax was great on single enemies, like a Marauder, but then you get ambushed by 8 Mammoths around the next corner.
Story-wise, I definitely like Gryz better there too. His purpose of revenge is much better defined through the course of the game, and there's quite a unique atmosphere in Tonoe overall.
Odin is a bit of a dunderhead, chasing Medusa around without realizing she'd turn him to stone instantly without the Mirror Shield. I don't believe he even offers a reason why he's after Lassic.
Gryz wins in all categories for me!
"Impossible is just a word people use to make themselves feel better when they quit." Vyse, Skies of Arcadia Legends.