After nodding to Alida in a way that says "thank you, your ability to shoot a gun is quite useful," Grave takes a moment to ignore the zombies, who have now very much turned their attention away from any consideration of nomming on him, in order to inspect the actual damage done to his arm. It's broken off somewhere just about the elbow. Quit inconvenient, really. Honestly, if something was going to steal part of a limb, the least they could do is make it a nice, clean removal at a joint.
Follow that thought with Grave gripping the remainder of the arm and shedding it at the shoulder. And then proceeding to smack a zombie over the head with it. "Hm. Ineffective." Punching them in the face still works much better.
Also, he's apparently taking to putting the remains of the zombies they've rekilled back into the holes they dug their way out of. By no means the proper holes. But. He's not going to be terribly picky. All he really cares about is getting the clutter out of his front yard.
His priorities are possibly a little bit questionable.