I have this grid representing a function of three variables. On the grid from left to right, phi goes from 0 to Pi, while theta goes from 0 to Pi/2 from top to bottom. The third variable is just a polar angle for each graph (goes from 0 to 2Pi). I want to somehow label the grid showing the values of theta and phi, maybe with an extra row on the top for phi values and an extra column on the left for theta values. How can I do that?
Here is the code https://pastebin.com/NWwfhZ0s 
one approach, use TableForm
r = {1, 2} j = {3, 4, 5} TableForm[ Outer[PolarPlot[Sin[#1 p] Cos[#2 p], { p, 0, 2 Pi}] &, r, j], TableHeadings -> {r, j}, TableAlignments -> Center] 
Try the following. Here is your initial code.
i = 1; a = 0.03; c = 2; A = 0; Subscript[E, CX] = i (Cos[\[Gamma]] (Cos[\[Theta]] Cos[\[Phi]] - A Sin[\[Theta]]) + Cos[\[Theta]] Sin[\[Gamma]] Sin[\[Phi]]); Subscript[E, CY] = i Sin[\[Gamma] - \[Phi]]; Subscript[E, CZ] = (A Cos[\[Gamma]] Cos[\[Theta]] + Cos[\[Gamma]] Cos[\[Phi]] Sin[\[Theta]] + Sin[\[Gamma]] Sin[\[Theta]] Sin[\[Phi]]); d = {{0, 0, 0, 0, a, -c}, {-c, c, 0, a, 0, 0}, {a, a, 0, 0, 0, 0}}; f = {{Subscript[E, CX]^2}, {Subscript[E, CY]^2}, {Subscript[E, CZ]^2}, {2 Subscript[E, CY]* Subscript[E, CZ]}, {2 Subscript[E, CX]* Subscript[E, CZ]}, {2 Subscript[E, CX]*Subscript[E, CY]}}; p[\[Gamma]_, \[Phi]_, \[Theta]_] = 2*d.f; r[w_, z_] := {{0, 0, 0}, {Cos[z]*Cos[w], Cos[z]*Sin[w], -Sin[w]}, {-Sin[w], Cos[w], 0}}; e[\[Gamma]_, \[Phi]_, \[Theta]_, w_, z_] := r[w, z].p[\[Gamma], \[Phi], \[Theta]]; I only removed the SetDelayed where it is not needed.
The following makes the job:
grid2 = Rasterize[Panel[GraphicsGrid[Table[ PolarPlot[ Norm[p[\[Gamma], \[Phi], \[Theta]]]^2, {\[Gamma], 0, 2 Pi}, ColorFunction -> GrayLevel, PerformanceGoal -> "Quality", PlotRange -> All, PlotTheme -> "Monochrome", FrameLabel -> None, PlotLabel -> None, Ticks -> None, PolarAxes -> False, PolarGridLines -> {None, {Norm[p[0, 0, 0]]^2}}, PolarAxesOrigin -> {0, Norm[p[0, 0, 0]]^2}, ImageSize -> 150, Epilog -> {Inset[Column[{ Row[{Style["\[Theta]=", 9], Style[\[Theta], 9]}], Row[{Style["\[Phi]=", 9], Style[\[Phi], 9]}] }], Scaled[{0.1, 0.8}]]}], {\[Theta], {0, 2 Pi/20, 4 Pi/20, 6 Pi/20, 8 Pi/20, 10 Pi/20}}, {\[Phi], {0, 2 Pi/10, 4 Pi/10, 6 Pi/10, 8 Pi/10, 10 Pi/10}}], Spacings -> {0, 0}, Frame -> True], Background -> White], RasterSize -> 1000, ImageSize -> 600] 
Note please that Rasterize is not absolutely necessary here. I simply wanted to play with the overall size in the end. One can, however do the same without it.
Have fun!
PlotLabelto each plot. you should post the code here by the way. $\endgroup$