Do the moths during Grumman's thoughts have any symbolic significance?
I believe this refers to the saying "like a moth to a flame".

The saying indicates that something/someone is irresistibly attractive (not necessarily as in human attraction), but that it will ultimately lead to downfall. Remember, at the end, the flame engulfs the moth, and it dies.

So, Bradley and Mustang are fighting for peace/freedom/a good future. They themselves believe that they cannot stay away from the fight, as it must be done in order to achieve their goals. Yet still, the path they take is being predicted and taken advantage of, which, in the eyes of Grumman, will lead to their downfall.

So, the metaphor with the moth is used in a perfectly valid manner.