I have created the sample here https://github.com/oleksiys/samples/tree/master/jersey2-guice-example-with-test
The Grizzly initialization code looks like this:
final URI uri = UriBuilder.fromUri("http://127.0.0.1/")
.port(8080).build();
// Create HttpServer
final HttpServer serverLocal = GrizzlyHttpServerFactory.createHttpServer(uri, false);
// Create Web application context
final WebappContext context = new WebappContext("Guice Webapp sample", "");
context.addListener(example.jersey.Main.class);
// Initialize and register Jersey ServletContainer
final ServletRegistration servletRegistration =
context.addServlet("ServletContainer", ServletContainer.class);
servletRegistration.addMapping("/*");
servletRegistration.setInitParameter("javax.ws.rs.Application",
"example.jersey.MyApplication");
// Initialize and register GuiceFilter
final FilterRegistration registration =
context.addFilter("GuiceFilter", GuiceFilter.class);
registration.addMappingForUrlPatterns(EnumSet.allOf(DispatcherType.class), "/*");
context.deploy(serverLocal);
serverLocal.start();