I tried to download the grails using SDKMan with:
sdk install grails 2.5.4
but it failed because of slow internet connection.
Then, I went directly to grails.org and downloaded the zip file and added it to /Users/<username>/.sdkman/archives/
To install the plugin, run
sdk install grails 2.5.4
Done!
To see if the plugin is installed,
sdk list grails