There are 46 grubs scattered throughout the world. They are trapped in glass jar and most requires upgrades (Mantis Claw/Crystal Core/Monarch Wings) to be able to reach.
When one is close by you will hear it babbling. Breaking the jar will cause it to burrow into the ground and return to the Grubfather, who will give you a reward for each grub you rescue. You will eventually need to rescue all of them but this achievement only requires rescuing half (23).
The full list of grubs and rewards can be found here
You can use this fully interactive map
to see all grub locations.
And after defeating the Collector
, all remaining grub locations are marked on your in-game map, making it easier to figure out which ones are left to rescue.