Okay I had just killed Grumish Greataxe in the Krokosphinx. After I had talked to Shalek the Wise, I recieved the Krokotopia Delver badge. I went to Grizzleheim afterwards and I looked at my badges, and it wasn't there anymore... Someone help?
I've actually defeated Grumash three times now, and I still don't have the Delver badge. I've made several runs through looking for any quests I may have accidentally missed, but there are none and I still don't have the badge. I'm about to submit a bug report and see if I can get it fixed. I'll post again with the solution once I get one. :)
If you experience a bug like this problem with the Delver badge (I have as well) then I suggest reporting it through the appropriate bug submission form under Help & Support. Things don't get fixed unless they're reported.