what bank robbery did rory's grandfather help wit

Rory’s grandfather did not help with a bank robbery in Gilmore Girls ; you’re probably thinking of a different plotline. In the show, Rory’s grandfather is Richard Gilmore, and the “help” scenes around Rory usually involve family support, money, or Yale—not a robbery.

Likely mix-up

The phrase may be confusing Richard Gilmore with a real-world person or another TV storyline. The search results I found point to Richard Gilmore as Rory’s grandfather, but nothing ties him to a bank robbery in the series.

If you meant another character

There is a separate “Rory Shayne” who was actually a bank robber, but that is unrelated to Gilmore Girls.

TL;DR: No bank robbery—Rory’s grandfather Richard Gilmore didn’t help rob a bank in the show.