Hi Tom,  The first place I'd look would be the George Eastman
International Museum of Photography in Rochester, New York --
where your grandfather played.

They still have the organ with the player and possibly the rolls.
They have a number of rolls but I know that some or all of them
are reproductions from a roll project several years ago.  Maybe
they have some of the old ones stashed away.  Then again, the ones
you want may be among the reproductions.

Regards
Craig Smith