You have to get to the top floor of Hubris Comics. When you wear the Shroud’s costume, you will receive unique interactions with certain people, including the Mechanist.
Grognak’s costume is there also on a shelf by the ladder to the roof.
Been to the top of Hubris, heck, I even wore the Grognak costume for quite a while.
You can also start it by talking to Kent in the Memory Den.
Just a heads up, wear the costume throughout the entire quest. There’s some great dialogue which is only available if you’re wearing the costume. You son’t have to use the gun, though, that thing sucks.