I would choose denim blue. I seldom like white grout. I don't think the terra cotta would look that great with the red. Charcoal would be my second choice. The denim blue would tie all three together since a shade of blue is already in the set so that's my reasoning. Nice mosaic work! She will love them.

Given the choices I would choose blue also. a grey would be my preference except for the white one, which I would still do in blue. I confess to being a white grout hater also except in very certain circumstances.

I'm going with the charcoal grout

I'd mix the charcoal and white to get a light to medium gray. I don't think blue would look good on the red, white would look bad on the blue, and terra cotta would look bad on all of them. There's also a thread here on tinting grout you might want to check out.

grout-colorant

I like a gray grout. Or sandstone. At least if you pick one color that's all you have to buy.