No.
I'm not sure where you're seeing this information. You could be getting confused because Mr. Mime appears in the Grand Underground, but multiple sources I've checked (Bulbapedia and Serebii, just to name a few) mention Mime. Jr can be found on Routes 209 and 210 in Brilliant Diamond and in Trophy Garden after you obtain the National Dex in both games.
I saw like one other source that said Mime Jr. is believed to spawn in the Spacious Cave, but not only does that sound wrong (why wouldn't it spawn in the Icy, Whiteout, Dazzling, Stargleam, or Glacial Caves like Mr. Mime?), but that article had no info about the other locations. But just to be sure, I double checked in game and the locations on other sites, and I did not find Mime. Jr in the Grand Underground.
