The order of reactivities of methyl halides in the formation of Grignard reagent is 

Grignard reagents are highly reactive and react with any source of a proton to give hydrocarbons. Water, alcohol, amines are sufficiently acidic to convert them to corresponding hydrocarbons. Halide reactivity increases in the order Cl < Br < I

Therefore, the order of reactivity towards Grignard reagent is as follows: 

${\mathrm{CH}}_3\mathrm{I} > {\mathrm{CH}}_3\mathrm{Br} > {\mathrm{CH}}_3\mathrm{Cl}$