There are lots of posts on StackOverflow and other Grails discussion forums about how to add JARs to a Grails project. For HTMLUnit here are the steps.
The first step was to download the dependency JAR files listed here and place the files in your project lib directory (default on Linux is something like /home/Grails/<project>/lib).
Next, edit the BuildConfig.groovy file and add this line in the dependencies section:
You should now be able to build your Grails project and use HTMLUnit.
def webClient = new WebClient(BrowserVersion.FIREFOX_3)