Ok, so here is my theory on the identities of the three travelers in the interlude.
First off, Grump is Galladon. I can't believe people are even debating this one. The fact that his skin isn't glowing or silver isn't even a consideration. Elantrians can create food out of thin air, I'm sure they can come up with a good disguise or change their shapes.
Second: I think Blunt is Shuden. He matches the description and when he spoke in the books he was, well Blunt.
Third, I think Thinker is Kiin. He matches the description and towards the end of Elantris he is fighting half a dozen soldiers and they stop him by smashing him in the head with a rock, thus the scar.
Also, he seems to talk like Kiin. In Elantris when his friends start to argue, he interrupts them, starting his sentence with the word "Gentlemen." Thinker does the same. Also, Kiin has an unusual background that I think makes him an interesting choice. Its hinted at that he should have been king and its said that he's one of the most well traveled men, with various relics from his traveling days. Who better to take if you're going to another world?
I"ll admit, Shuden as Blunt is pretty weak. Mainly because Blunt is described as a solider and Shuden didn't strike me as the solider type.
Then again, part of me wants to say that one of them is Ham. I could see Thinker being Ham. (Ham also took at head wound at the end of HoA).