While following the bomb you will notice a cavern with two paths. The grimoire is on the right path, but isn't open yet.
Take the left path and look to your right to see a barrel. Shoot it. The path just before will be open; the grimoire is in a chest hanging from the ceiling.

After disabling the watch light in this room you'll reach The Deeps. Turn right and go up the ladder. Parkour up the wall up to the lever and deactivate it. This lifts a minecart out of the way in the next room under the scaffolding.

Jump across the boards and cages to the ladder. The grimoire is at the top.

Immediately after the second grimoire there is a wooden railway next to this tractor thing with a ladder. Jump on the wooden stake to the tome.

Upon reaching this area go right and down the ladder. At the edge of the lower floor there are stakes sticking out of the wall. Jump across the stakes to the tome.

Just after Tome 2, the third tome is in this room with the giant statue. The tome is in a chained chest at the base. To unlock it, climb onto the staff and grab the key at the tip.