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Grace, who is pregnant with the couple's first child, wrapped up for the day in a black leather jacket and a large white scarf.
The MP, 44, will make his debut on Wednesday night's episode alongside fellow newcomer Seann Walsh.
The funnyman, 36, will join his new campmates alongside former Health Secretary Matt Hancock, 44.
In the first images of the former Health Secretary in his jungle garb, the 44-year-old beamed as he prepared to make his show debut alongside comedian Seann - scenes that will air on Wednesday's show.
Comedian Seann Walsh was reportedly 'down to his last £20,000' before he signed up for I'm A Celebrity... Get Me Out of Here! for an undisclosed amount.