first of all, in typing I just realized they all have one (except tenma technically but he does have closure with eva) but you think if Grimmer/Lunge ever ran into their ex-wife again they'd speak to them?
Oh, that's a fun question! I'm going to run with the assumption here that they are aware of the presence of their ex-wife but have not actually made contact yet and the ex-wife has not seen them, since I think if the question was "would they talk to them if they actually ran into each other" it would be an easy yes. But under these conditions...
I would say definitely yes for Lunge. While things ended very badly between himself and his ex-wife, and even his daughter, we do see closure with the latter wherein he's started to communicate with her via email. I think that it's meant to hint at him wanting to repair things with her and, if not have what he once did, at least be a part of her life. As far as his ex-wife goes, I think Lunge knows that wasn't working out and would not want to pursue mending things in the same way, but rather if he saw her, he would want at the very least to know how things are going in her life, and for her to know how his life is going. For him, it's a sort of formality in their separation. After that, though, I don't know that he would want to communicate with her. It would feel improper to him when they've finally put to rest the fact that things are over and their chapters together have finished. Lunge has always seemed to be the sort of person who, if someone is "out" of his life, can easily let go of them.
For Grimmer, it's a little complicated. I actually see him as a sort of strange inversion of how Lunge would act, in that it would be more difficult to get him to actually reach out to her, but if he did, he would be more inclined to hold onto her as someone in his life - maybe not through prolonged communication, but as someone he thinks about. I think with Grimmer, what would hold him back from ever communicating with her is the fact that he feels he ruined her life. He married her because it was the "right" thing to do for his job as a spy - something that hurt her terribly because she could never get the love that she wanted. I honestly think that Grimmer might feel she would be better off never seeing him again. Trying to come back from that, even with his newfound access to his emotions, would only hurt her - and he wouldn't want to drag that back to the surface for her. Even more so if she's remarried and seems to be happy. Now, if he saw her and she looks miserable, I do think he would readily approach her. He doesn't want to be liked by her at all, but as a more empathetic person than he was at the time, I think he would want to try to help her feel better, if possible. And if she wants nothing to do with him and continues to hold a grudge, well...she's allowed, and he won't ever bother her again.
In the end I think they both want closure with their exes - it's just that for Lunge that closure would be very much final, and allow him to no longer think on her in the future, whereas for Grimmer she would become yet another lens through whom he can contextualize his personhood. And if she responds positively to him, then the potential of becoming a friend is something he would entertain.