Themed Boggle Grids

Question

Inspired by this puzzle, I created (or discovered) these grids.
Within each Boggle board is a set of words with a common theme.
To make a word in Boggle, connect some letters horizontally, vertically, or diagonally, without using the same letter twice.
Some of these grids contain blanks indicated by the question mark (?) that you need to fill with a letter. Digraphs are not used here.
Some of these grids may be too large (or unsuitable) for a real Boggle set.

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Grid 1

E T H
A R E
W I F

Grid 2

. T H . 
R U S A  
N O E W

Grid 3

. L I R
D E F G
N O H T
W P U .

Grid 4 -- Thanks to ColorfulGalaxy from Esolangs.org for providing this grid.

G I R P
N E W S
M T U .
U M . ?

Grid 5

. D A T .
N F I ? L
C I T A R
. . N P .

Grid 6

E E K I B
U O N G S
? W O H
A P R T

Grid 7

. S N F .
L E I N O
E V E X U
W T I R O
O G H E ?

Grid 8

T H N O
A U D I M
E S R A
N D ? F
E W

Grid 9

A P . . . .
B P D . . .
A R E N O .
? A T N U C
T H I E G F
. U S R L .

Grid 10

. T H F O C N
S C E ? M T O
U N R A P E V
A G U R Y E C
. J I L D S .

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Task:

Fill in each blank with a proper letter and find the theme.

Hint 1:

There are no spare letters in the grids.

Hint 2:

Grid 9 contains either 4 or 5 words that fit the theme, depending on how you treat this grid.

Hint 3:

Grid 1 contains 5 words that fit the theme, three of which have five letters each.

Hint 4:

The number of words in the solution to Grid 9 is either 4 or 5, depending on whether you treat the hyphenated word as one word or two words.

Hint 5:

The words in Grid 9 make up something more like a sequence than a set.

Answer 1

The 10 grids can be solved as follows...

Grid 1:

Classical elements - WATER (blue), EARTH (gold), AIR (brown), FIRE (red) and (A)ETHER (green).



Note that there are two options for the R-E link in FIRE and the T-E-R link in WATER. In each case I have chosen one to depict here, but the grid can still be solved if the alternate routes are used.

NB For tidiness and ease of explanation, for all subsequent explanatory diagrams I have merely circled the starting initials of the words in the hidden set. Readers should at least now be able to spot the hidden words by inspecting the starting letters of the word lists given below, without the clutter of a lot of lines...

Grid 2:

Cardinal directions - NORTH, EAST, SOUTH and WEST.

Grid 3:

D-pad - UP*, RIGHT, DOWN and LEFT.



_{* NB Despite the OP's general assertion that 'digraphs are not used here', I believe that on this question one actually is! :)}

Grid 4:

Seasons - SPRING, SUMMER, AUTUMN and WINTER (with ?=A).



NB SPRING and SUMMER share the starting 'S'.

Grid 5:

Oceans - PACIFIC, ATLANTIC, INDIAN and ARCTIC (with ?=C).

Grid 6:

Chess pieces - QUEEN, KING, BISHOP, KNIGHT, ROOK and PAWN (with ?=Q).



NB KING and KNIGHT share the starting 'K'.

Grid 7:

Numbers 0-12 - ZERO, ONE, TWO, THREE, FOUR, FIVE, SIX, SEVEN, EIGHT, NINE, TEN, ELEVEN and TWELVE (with ?=Z).



NB This grid is rather chaotic, it has to be said...
- TWO, THREE, TEN and TWELVE share the starting 'T';
- FOUR and FIVE share the starting 'F';
- There are two possible start places (coloured) for each of EIGHT (red), NINE (green) and ELEVEN (yellow).
- Additionally, there are three choices of V-E links in FIVE and two choices in TWELVE.

Grid 8:

Days of the week - MONDAY, TUESDAY, WEDNESDAY, THURSDAY, FRIDAY, SATURDAY and SUNDAY (with ?=Y).



NB TUESDAY and THURSDAY share the starting 'T'; SATURDAY and SUNDAY share the starting 'S'.

Grid 9:

The components of the acronym 'SCUBA' - SELF-CONTAINED, UNDERWATER, BREATHING and APPARATUS (with ?=W).



With thanks to @DanielMathias for pointing this out to me in comments...

Grid 10:

Months of the year - JANUARY, FEBRUARY, MARCH, APRIL, MAY, JUNE, JULY, AUGUST, SEPTEMBER, OCTOBER, NOVEMBER and DECEMBER (with ?=B).



NB JANUARY, JUNE and JULY share the starting 'J'; MARCH and MAY share the starting 'M'; APRIL and AUGUST share the starting 'A'.