From an interview with the Clarion-Ledger. Grover answers some tough questions including this one about the color blue.
Q: Being the color blue, do you feel bad that there aren’t enough blue-colored foods? For the ones that exist, which are your favorites?
A: Blue is “blue-tiful!” There are not many monsters or foods that are blue, but that is OK. It just means we are unique. Blueberries are the only food I think I have had that are blue. And they are mmm mmmm good! Especially in a pie. I have seen other blue foods in the refrigerator, but my mommy always throws them away before I have a chance to taste them.