These myths are spiritual allegories. The grail is the 666 solar chakra collecting the ambrosia nectar from the pineal.
Discussion
Along with the holy grail/666 solar chakra connections, I personally think there may also be some connection between King Arthur and Mithra/Sol Invictus the Roman sun god, although there's probably a lot more to it than just that. The 12 knights of the round table are probably a reference to the 12 signs of the zodiac the sun passes through every solar year.