I was having similar problems, but then stumbled on this great post that helped me get things to work, and had more complete information than I found elsewhere. See http://funonrails.com/2014/03/building-restful-api-using-grape-in-rails/
Looking at your code, this looks funny:
module XMLResponses::Device
def self.do_something
Do you mean to do something like this?
module API
module V1
module XMLResponses
class Device < Grape::API
resource :device do
get do { Device.all } # Or whatever
end
end
end
end
end