The 23-year-old Hungarian, formerly of Hibs and Notts County, joined the Saddlers in the summer of 2011 following a successful trial period.
He battled with Jimmy Walker for the number one spot during the 2011/12 season and went on to finish the campaign as first choice, making a total of 22 league starts.
However, having started this term with the gloves Grof has found first-team opportunities hard to come by having been pushed down the pecking order by a succession of loan signings.
He has made 10 starts this season, the last of which came in November.
And with his contract due to expire this summer, Grof has departed to explore a possible career in France with a trial for an unnamed Ligue 2 side.
Saddlers boss Dean Smith told the club's official website: "David began the season as number one. A loss of form and confidence saw him lose his place in the team. Hopefully, a fresh start in a different country will give him an opportunity to address his issues both on and off the field.
"We wish him well and hope he takes the opportunity presented to him."