Well, Grimmjow was right when he said Ulquiorra was being talkative. Why would Ulquoirra bother talking about his clothes? Szayel likes to hear himself talk I think.
Also, to show the power gap more, notice that Grimmjow burned his arm in just that few seconds, while Ulquiorra had relatively no injury even catching a point blank punch/cero from Grimmjow.
And, supposing finger vs hand matters, Ulquiorra only uses 1 finger to fire a very powerful cero. If using his whole hand increases his power output, imagine exactly how much damage that would do. It would probably blow Grimmjow away in an instant if he's not released.