When Lex is attacking you, try to keep your Illusions between you and him. None of his basic abilities can shoot through multiple targets, his In Pursuit will be forced to target your Illusion instead of you, and you'll receive constant healing.
Willo's Deadzone completely negates Grover's ultimate, so a good Grover will avoid using it while you're nearby. Use this knowledge to help your teammates corner and kill him, but be wary of flankers because you're first on their hit list.