GrIMP Goblin Guard
Grey Imps are found in a few different combinations. You may find 1-6 of them together or in groups with Imps, Wolves, Grey Wolves, and Werewolves. Grey imps can be found just about everywhere in chapter 1 and 2.
The only thing I can tell you is that being in the Giant category, the Giant Sword (Great Sword) works better against them in the WSC version. Of course there's absolutely no reason you'd want to bother. :)
In the original Japanese version (and FF Origins) this thing is called a Goblin Guard. For more exciting goblin info go to the Imp page. I think I can pinpoint the origin of this particular name in Dungeons & Dragons, because the D&D game Pool of Radiance has Goblin Guards. These things return in at least FF2j.