Billed as the story of a love affair between the American writer Emily (Mickey) Hahn and the Chinese poet Zau Sinmay, “Shanghai Grand” may be more accurately described as a love song to 1930s Shanghai. Taras Grescoe has fallen hard for “the wicked old Paris of the Orient,” its barrooms thick with gangsters and newsmen, its alleys “scented with sweet almond broth, opium smoke and the chemical bite of Flit insecticide.”