http://www.macroplant.com/iexplorer/ or http://i-funbox.com, for example.
Highly recommend it, it's what I personally use.
Also - note that this build of Gridlee is equivalent with MAME 0.139u1 - so when looking for ROMs, you may need to lookup the ROM on http://www.mamedb.com/ to see what version of MAME compatibility for your ROM/game was introduced (especially for newer arcade games).
http://www.idownloadblog.com/2013/01/27/mame-gridlee-guide/
The only tricky part that's missing from those instructions is that you have to run the game once before the roms folder is created.