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Pretty much as the title. Are the Grand Companies named the 'XIIth Grand Company, Iron Hammers' or some such, and if so where can I find this information? I have Extermination (3rd HH book, has Iron Warriors in it?).

Not in any acknowledged way, there were non standard units such as the Stor-Bezashk who cared for the siege machines but they were spread over many different grand battalions.
Naming each group as The <insert number> Grand Battalion is just a very IW thing to do and goes with Perturabos character, similarly the Grand companies etc within them would only be donated by the Warsmith leading it and the number given.

I mean Perturabo would probably just use numbers like King Amroth said, I guess he may name individual grand companies but they’d have to get on his very picky and critical good side and do something amazing, even then I find it unlikely. Now informally there could easily be nicknames, especially if the IW forces serves alongside other expedition forces, who are more likely to give honorific titles. I think the most likely to have a (informal by the Horus Heresy though) named grand company would be any pre Perturabo chapters that survived his reorganization into grand companies. The pre IW IV were noted as following the base legion structure and not really deviating from it, but names shouldn’t be an issue I’d think.