You will find a lot of works. If you interested in simple compounds, look in particular for the old works. Note that the structure in the crystal need not be that which is predominant in solution.
Thank you for your suggestion. I have already tried to get the details through google scholar. It seems to me that the crystal structures of RMgX compounds contain solvent species in their crystal lattice, for instance ether. Due to the reactive nature of the RMgX species, this is the case. I am looking for crystal structure of RMgX compounds without any solvent species in their crystal lattice.
Then the source to be searched is the Cambridge database. I did not find corresponding entries. In any case there are crystal structures known from MgR2 compounds. It might, however, be that MgX2R2 is unstable with respect to decomposition into MgX2 and MgR2.
To my knowledge, crystal structures of simple unsolvated Grignard compounds RMgX have not yet been reported. I only found an early report on the formation of unstable MeMgX in argon matrices at very low temperatures: