It sounds like something in the grip is either drawing more current than it should and draining the battery, or providing an incorrect reading of the battery capacity.
Unfortunately, quality control on some of these inexpensive 3rd party products can be quite hit and miss (I had one for my K-5 that worked fine except that the rear control wheel had two spots where it didn't change the value). Then again, some of these products are just poorly designed (I returned two Yongnuo lenses for my Canon film SLR because they caused battery drain even with the camera switched off
).
I use the Pentax D-BG5 on both my K-3 and K-3II without the problem you're experiencing, using both OEM and 3rd party batteries.