Actually have a grbl shield controlled CNC along with a 1.5KW water cooled spindle and VFD, but due to my initial rush to get it running I never bothered to set it up via PWM, I just press “Run” and turn the knob for RPM adjustment 
I believe that if you’re running grbl version 0.9 or newer on a shield board revision 3.0, that the Spindle needs to connect to the Z+ connection for the PWM output as shown here labeled “v3.0” the reference to “laser” doesn’t matter it’s PWM regardless of if laser or if spindle…:
You’d move the Z Limit Switch to a different plug (I’ll check mine when I get home to let you know where the limit switch is supposed to go on Shield 3.0 with grbl 0.9 or higher firmware) and then Move the Spindle Output to Z+ (Which is the same as D11)
See this Video for the setup (it shows the Arduino without the shield which makes it a little confusing and the pin layout change on Shield 3.0 with newer grbl also makes it confusing since the labels are no longer correct… but that’s why they released Shield 3.1 board by the way, to correct the layout for newer grbl versions to make the labels match properly…):
