Arming a Grievous nuke

First, you need Combat Logic Upgrade on T3 zetad and more gear. Before that, your nuke might not work as a G8 T3 will die from a stronger AoE. T3's other zeta is recommended to make the team more reliable, but you need the armor penetration G12+ piece for it to function properly.
I'd also take GG to r7. Crit damage triangle only.

The other zetas are not that important, even for arena, but you need to get the speed order right.