If one is having problems with an employer, in a closed door conversation can one make the following statement without legal ramifications? "We can either try to work this disagreement out or I will file a grievance with the company."

Hello a:

Yes, one can make that statement with NO legal ramifications.

excon

You can say that without any "LEGAL" ramifications, but of course the company can then say well I guess you are fired. Firing you or suspending you is not a "LEGAL" ramification,

You can always make the statement. What effect it may have is another issue. As for "legal ramifications", it all depends on the nature of your employment and what specific "problems" you are experiencing. Is "filing a grievance with the company" the typical standard procedure of addressing problems of your nature? It's hard to give you a definitive answer without more specifics.