In reply to CurlyStevo:
Millstone grit does not refer to shale. The Millstone Grit Group contains shale and Millstone Grit (and other stuff), just like the Lias Group contains shale and a limestone commonly known as Blue lias. Group and formation names are often derived from the main lithology within the group or formation.
I think millstone grit is a term for rock that was used for, believe it or not, millstones. Just like limestone is a name for rock used for lime. Hence, if it walks like a duck and quacks like one, then it probably is one. In a technical geological context if you're comparing rock from two dfifferent locations then it gets a lot more complicated. From a climber's point of view it's purely lithology, that's to say its composition, grain size/shape etc. It makes no difference how old it is or where it comes from.