I am trying to scatter VrayVolumeGrids on an object and it works perfectly using Vray CPU but when I swap it over to GPU they all disappear. Any thoughts would be greatly appreciated, it has been wrecking my head for hours now! 
Try switching the VRayVolumeGrid mode to Volumetric Geometry (V-Ray) and see if that makes any difference.
I just gave that a go Hermit.crab but I have had no luck unfortunately! I tried the rest of that drop down menu too but nothing seems to work for me.
Best you send the scene so we can troubleshoot. Mention your V-Ray and host platform versions.
Great thanks Hermit. I have submitted the scene via that link!