 From Eton he went up to Balliol College, Oxford, where he bullied Philip Sassoon by cracking a stock whip within inches of his head.Grenfell joined the army in 1910 and was awarded a Distinguished Service Order in 1914.On 13 May 1915 as a Captain in the Royal Dragoons Julian stood talking with other officers, a shell landed a few yards from them, and a splinter of the shell hit him in the head.