For EDH, keep in mind that milling is an extremely difficult strategy as you have to mill 80-90 some odd cards, not just the normal 45 you would have to in normal constructed.
Now, that in mind, there are a variety of fun things you can do with Grixis colors. First off, non-PW Nicol Bolas is hands-down better than Crosis, the Purger as a general. He's only one more to cast, is a 7/7 as opposed to a 6/6, and guarantees that they drop their entire hand if he ever connects.
A few milling cards to consider:
Mirko Vosk, Mind Drinker: If you're running Grixis, you might as well run this little fella, but keep in mind that your opponent(s) will likely be running 30+ land, making him a bit underwhelming in most situations.
Consuming Aberration: The key here is that it mills ALL your opponents with each trigger and, assuming you're playing more standard EDH with 3-4 players, that means it ends up milling a LOT of cards and can become an enormous threat on its own.
Keening Stone: This is one most people forget about, but it can easily win the game with 4-6 triggers, even in an EDH setting.
Increasing Confusion: Lots of milling, and it can be huge late game when flashed back. This works wonders when combined with Doubling Cube.
Keep in mind that you'll likely need ways to exile particular cards like the legendary Eldrazi. These are commonplace in EDH and make it impossible for your strategy to work because of their shuffling the yard back into the deck triggers.
Other items to consider:
Crazy card drawing. If you can setup a lot of card drawing, then you'll get more options for milling them or otherwise can cost them a ton of cards if they need to discard their hand in response to Mr. Bolas' attack.
To that end, Reforge the Soul, Whispering Madness, and other things to that end are huge. They can also serve as indirect board wipes when paired with Aetherize (I can say it's hilarious to hose someone's huge attack and then cast whispering madness, causing them to discard all of their stuff and allowing you to draw a ton of cards).
As many board wipes as possible. Even more so than in normal constructed play, EDH players LOOOVE to clog the board (as I'm sure you're already aware). So to that end, the degree to which you can clear out everything the better.
Mizzium Mortars, Earthquake, Magmaquake, Pyroclasm, Flame Wave, Rolling Temblor - all of these are viable options as long as creatures don't end up too large - at which point red is at a disadvantage anyway.
I'll openly admit that red is the color that frequently finds itself on the weak side of Grixis given the more unconditional removal available to black and card draw available to blue. Perhaps some treason style effects would be useful depending on your local matchups.
Feel free to take a look at my Grixis EDH. I'm normally pretty successful with it, although I'm just playing casually. The deck is viewable at http://deckbox.org/sets/328755.