If Alia the Barbarian has successfully grappled Cithyon the rogue, what can Cithyon's allies do to free him? Can they try to hurt Alia to set the rogue free? Do their attacks need to cause a wound or is it just enough to shake the barbarian?
Hurting a grappler does not set the victim free per se, but it may help.
Attacks on the grappler can greatly influence whether the grappled victim escapes, but the victim still has to break free according to the rules. As initiative is determined every round in Savage Worlds, this means that different things can happen according to the order of the actions.
Case 1: the grappler acts first
The important bit is whether the grappler is shaken. Otherwise they can just maintain the grapple and do damage normally.
If the grappler's action comes before the victim's action while shaken, then she has to pass a Spirit roll with a raise (or to spend a bennie instead) to act. Just maintaining a grapple is an action (plus the grappler can try to cause damage). If the grappler cannot act, then the victim is free.
Wounds caused to the grappler may help because they (potentially) give penalties to the Spirit roll.
Case 2: the victim acts first
If the victim's action comes before the grappler's, the victim may attempt to break free. This means an opposed roll of Strength or Agility (both grappler and victim choose whatever they like best). As this is a reaction roll for the grappler, and therefore a free action, it does not matter whether the grappler is shaken or not at this point.
Wounds caused to the grappler may help because they (potentially) give penalties to the Strength or Agility roll.
Note that the victim can Hold their action if their grappler is shaken and they are confident the grappler will fail (or pass without a raise) the Spirit roll. The benefit is making sure they will act instead of needing a raise on the opposed roll; the risk is that the grappler may get a raise on their Spirit roll, maintaining the grapple and getting a free round of damage (Str), plus the victim may suffer more attacks from the grappler's allies (with a potential +3 bonus).