Since it’s a Usable By Others power, the character gives the power to the character in question, who can choose whether he wants to use it or not. If he chooses to use it, he can escape without taking the person Grabbing him along for the ride.
If you want the super-mage to have the power to Teleport the character away whether he (the character) wants to or not, you should make the power Usable As Attack (that should like what you’re after, at least). In that case, the Selective modifier allows him to target just the character he wants to take along and leave the Grabber behind.
All of this, of course, is subject to the GM’s discretion, special effects, and other considerations. Sometimes it may suit the game better if the Grabber accidentally comes along.