Grimdark Shadow vs Nuln Oil

How close are they?

ΔE 16.7, loose: different enough that you should pick on purpose. Nuln Oil is noticeably darker, more muted than Grimdark Shadow.

Can I use Nuln Oil instead of Grimdark Shadow?

Not as a straight swap; see the closer alternatives below. Loose match (ΔE 17). Nuln Oil is noticeably darker, more muted than Grimdark Shadow.

Can I use Grimdark Shadow instead of Nuln Oil?

The same difference applies the other way round: Grimdark Shadow is noticeably lighter, more saturated.

ΔE is the colour difference between our two swatch estimates: under about 6 is close, over about 15 is loose. Real paints also differ in finish, coverage and how they thin, so test before you commit.