Not that there's anything particularly improbable about the notion one of Napoleon's grandfathers might have been from Scotland.

After all there was a lot of interest in Corsica, on the part of some Scots at the time - as demonstrated by the fact that James Boswell was known as Corsica Boswell, because of his enthusiasm for Corsican independence from France.

(However it's worth noting that Napoleon's family were very much pro-French and active in opposing Corsican independence.)