Grouse shooting is a wonderful and testing sport in beautiful surroundings. Driven shooting is expensive - and walked up (especially with dogs) is fantastic fun (I have done a few days every year for many years) - but please be aware that the walking can be quite demanding!
I don't wish to be impolite, but I have known people who have found that the day was a bit too demanding on the physical side which rather spoiled it for them. I would not now be able to keep up with a team of young fit walking guns, but we are an older team now and arrange with the keeper that we will do a more relaxed day at a pace that suits our older legs!
Do make sure that if you choose the walking route, you are with people of similar walking ability.