In most cases the output gro files cut particles at the PBC borders. This does not look too nice to me, when visualized in VMD. Fortunately, it can be fairly easily fixed by:

gmx trjconv -f NVT.xtc -s NVT.tpr -n index.ndx -o NVT_mol.xtc -pbc mol

or, simpler, in the VMD terminal:

pbc unwrap