My thoughts, with the disclaimer that I play at a casual table:
Grand Abolisher stops opponents from countering Kaalia, allows you to equip Kaalia before opponents can play removal, prevents combat tricks from being used against Kaalia, and can swing for two damage when opponents don't have a creature to block. I'd say keep it.
Intrepid Hero and
Royal Assassin are repeatable removal - they force opponents to use removal on themselves instead of Kaalia, or to play around the conditions of their abilities. Good for you either way. I'd say keep them.
To keep Kaalia from running out of steam early, some card draw might be useful.
Underworld Connections can provide an extra card every turn for one mana (the
opportunity cost of tapping the land it enchants) and one life.
Bloodgift Demon can be played with Kaalia's ability and provide an extra card every turn for one life.
Harvester of Souls can be played with Kaalia's ability and provide an extra card whenever a nontoken creature dies.