There are probably lots of daggers issued to multiple cult members? Grom has another of the daggers it seems, and is too simple to understand what kind of a cult she's a member of...?
It's possible Fel, as cult member/leader, told Grom to get a knife for ritual blood-letting, Grom not understanding the ramifications, went and asked for exactly that. It's also possible that Fel might have, under the guise of Magpie sold Grom the dagger, ensuring that Grom would be suspect number one when the murder happened. Or maybe Crane is also part of the cult, and is in on it, we haven't really investigated the guild enough to get a feel for there side of it.