It would seem possible that since Grim was not really a Brotherhood member until after the destruction of Genosha, but was trained by Mystique, these two "fellow students" may have trained together and worked together.
It's a good idea for Caleb to come looking for you for your 1st appearance. I was thinking what if Testament encountered you just before Caleb could arrive. He would be interested in a survivor like her and might have an offer for her to consider as she left with Caleb to join the Brotherhood.
Yes to both. Sierra is very unsure of herself and carrying a lot of guilt. She's also kind of afraid of her powers, so anyone who both promises to teach her and doesn't seem fragile will be appealing. Just knowing Testament is basically unbreakable would be reason enough for her to consider spending more time around him. Though I'm not sure if she'd be able to accidentally hurt his mind or not.
I'm thinking as far as shared history, an incident in which she lost her temper over something, had a little psychic storm, and Caleb took a hit that broke his arm. Probably followed immediately by him draining her until she collapsed before she could break anything else.
Her accidents with her powers tend to create a feedback loop. She gets pissed, stuff starts breaking. She feels frightened and guilty, so it keeps getting worse until someone calms her down. She needs to be taught to meditate.