I'm honestly not a fan of any but of your choices I would pick Jameson. Jay is boring to me and more of a NN, Cullen just isn't my cup of tea and Grady is a surname in my mind. Are these definitely your final 4?
I like Jameson. Cullen reminds me of Twilight, and Grady reminds me of the ghost-caretaker in The Shining (who axed the twin girls Danny sees in the hall). Jay is my FIL's name, and he's not my favorite person in the world. But H's cousin's kid is Jameson (sometimes they call him James for short), and he's super cute. Though I don't love Jay on its own, it would be a fine nickname for Jameson.
It's funny how names get so tied to people and can form one's opinons! Objectively there's nothing wrong with any of your choices, but subjectively three are no-go's for me based off of the associations in my head.
Re: Sibset
I don't like the repeating initials and sounds of Cullen and Grady (I flat out don’t like grady) and Jay is just, boring.
However, I do like James but not Jameson. I immediately associate it with the liquor.
Big Bro 7/14/13
Little Bro 2/6/17
It's funny how names get so tied to people and can form one's opinons! Objectively there's nothing wrong with any of your choices, but subjectively three are no-go's for me based off of the associations in my head.