"Yes, I went to a midday orgy," he says, grinning. "So be it. That's part of the excitement of the fantasy and what actors are there to do - allow audiences to live vicariously through their characters.
"We've done a great job if people believe it to be true."
Entourage and its eight-season depiction of actor Vince Chase and his mates navigating their way through booze-, drug-, girl- and swag-lined Hollywood may have left the series' stars unable to shake their wild alter-egos but, as the show makes its film debut, director Doug Ellin insists it's camaraderie not showbiz antics that sparked its loyal following.
"No shows about Hollywood ever worked," says Ellin.
"This show is about friendship and happened to be set in Hollywood. If I took my five guys and made them firemen, baseball players or accountants, the dynamics would be the same and that's why it worked.
"I've had people from India tell me they moved to Hollywood because they saw the show and want a group of friends like this."
Still, it's the Tinseltown fantasy that the HBO series delved into deeply, at a time when the explosion of the internet revolutionised the world of celebrity.
As the comedy/drama chronicled Vince's acting highs and lows - steered by brutal agent Ari Gold (Jeremy Piven) and manager-friend Eric, aka "E" (Kevin Connolly) - life began to imitate art for Grenier, whose resumé of chick flicks like Drive Me Crazy and spots in Britney Spears videos began adding more serious and behind-the-scenes roles.
"In many ways the character prepared me for times in my career that I've needed to understand a lesson, remember what's important and not take any one opportunity, success or failure too much to heart," says Grenier, 38. "I'm lucky to have had this dry run for my real life.
"At the same time my life has also influenced the storylines. Doug is always looking to bring realities into the characters.
"I direct in real life and he incorporated that into the movie."
The movie picks up six months after the end of the show's 2011 finale, with Vince chasing a directing career.
Ari's back in town, now the head of a studio bankrolling Vince's $100-million directorial debut, while Eric faces impending fatherhood.
"E's character is more Vince in the movie," says Grenier.
"There was a time when I was averaging 1.65 sex scenes per episode and that's not quite the same. There's a role reversal of sorts ..."
Ellin says exploring fuller storylines for Vince's cohorts was part of the appeal of adapting the show to film.
The cast - whose own Hollywood indulgences have included cars and pinball machines - also felt their adventures were destined for the big screen.
"The movie format was always what the show wanted to be," says Grenier.
"It was larger than the screen and burst at the seams. Whenever we had premieres in theatres, it was cinematically worthy. It seemed like a natural transition."
Urging that transition was actor Mark Wahlberg, executive producer and inspiration for the six-time Emmy-winning series.
Wahlberg, who appears in the film, was the one who approached Ellin about creating a show about his friends and acting experiences. However, much of Entourage became heavily influenced by Ellin's own clan.
"I needed to make it more me and my friends because they needed to be from New York, not Boston," says Ellin.
"I was the E/Ari guy and my best friend Paul was Drama - I've taken everything from him, like selling me French fries when we were kids.
"Vince was my friend Andrew Evan Marco, who's now married, owns a party-planning business, still has giant, blue eyes and girls love him. Also Mark never really struggled - he went straight up. In the show there had to be [struggles], so those are more mine than Mark's.
"But Mark from day one has been amazing.
"Everyone was always going to think [Vince was] really him and he was willing to let me mix elements of his life with things that may not make him look good."
Though showbiz has changed dramatically since Entourage debuted in 2004, Grenier - who explored celebrity obsession with his 2010 documentary Teenage Paparazzo - believes the unrelenting fascination with stars remains the same.
"We as humans will always look to icons or successful people and try and emulate and reflect their experiences because it might benefit us from an evolutionary perspective.
"But it's important that we recognise it for what it is and not get lost in the illusion of it.
"Am I being too deep?"
For the suits watching Grenier in the lobby, probably yes.
Kiwi studio boss man gives Ari a run for his money
Entourage became known for its cameos and the movie won't disappoint, with more celeb appearances in the film than entire seasons of the show.
It has executive producer Mark Wahlberg, of course, actors Liam Neeson and Billy Bob Thornton, DJ Calvin Harris and footballer Tom Brady.
But director Doug Ellin says he didn't get one famous face he had wanted: "I've been trying to get Russell Crowe for 12 years. I just can't get him."
Still, there is a New Zealand connection in the cast, with Alan Dale playing studio powerhouse John Ellis.
"Unfortunately, I take away his accent, but Alan's just got that manly presence," says Ellin.
"Ari's the man, but when he's next to Alan I feel like Alan will grab him by the throat and take him down. He feels like the boss."
The series was notable for giving older stars new limelight, including actor Eric Roberts and comedian Andrew Dice Clay, who is now working with Martin Scorsese.
The film, in turn, unveils new sides to younger actors, like The Sixth Sense's Haley Joel Osment, who plays the spoiled son of a Texas billionaire (Thornton).
"I think this is going to be a life-changer for Haley Joel," says Ellin. "He plays this pain-in-the-ass, entitled son, who thinks the world owes him everything.
"People haven't seen him much since he was a kid and this is going to be amazing for him."
What: Entourage, the movie When: Opens at cinemas on Thursday