I didn’t go looking for evidence for obvious reasons, but I find reports that it’s generating CSAM plausible.
This has been my biggest concern whenever I hear of generative AI doing these things. Grok is getting the training data from somewhere and has enough of it to generate these images on demand. You can't even get most generative AI models to show you a glass of wine filled to the brim because it has no training data for such an image but it can generate CSAM no problem.