Magento – How to Uninstall modules in Magento 2 using composer

Searching the codebase for UninstallInterface gives \Magento\Setup\Model\UninstallCollector.

If you search for UninstallCollector then, you'll find that's used in \Magento\Setup\Console\Command\ModuleUninstallCommand. Particularly relevant:

    $uninstalls = $this->collector->collectUninstall();
    $setupModel = $this->objectManager->get('Magento\Setup\Module\Setup');
    foreach ($modules as $module) {
        if (isset($uninstalls[$module])) {
            $output->writeln("<info>Removing data of $module</info>");
            $uninstalls[$module]->uninstall(
                $setupModel,
                new ModuleContext($this->moduleResource->getDbVersion($module) ?: '')
            );
        } else {
            $output->writeln("<info>No data to clear in $module</info>");
        }
    }

Put together, we can surmise:

1. Your module should contain an Uninstall class at {module}\Setup\Uninstall.php.
2. This class should implement Magento\Framework\Setup\UninstallInterface.
3. This class should have an uninstall method containing any necessary logic.
4. The same objects and methods are available to you as in any setup or upgrade script.

So, here's your skeleton:

<?php

namespace \Custom\Module\Setup;

class Uninstall implements \Magento\Framework\Setup\UninstallInterface
{
    /**
     * Module uninstall code
     *
     * @param \Magento\Framework\Setup\SchemaSetupInterface $setup
     * @param \Magento\Framework\Setup\ModuleContextInterface $context
     * @return void
     */
    public function uninstall(
        \Magento\Framework\Setup\SchemaSetupInterface $setup,
        \Magento\Framework\Setup\ModuleContextInterface $context
    ) {
        $setup->startSetup();

        // Uninstall logic here

        $setup->endSetup();
    }
}

Remove any tables, columns, or data using the appropriate methods. See \Magento\Framework\DB\Adapter\AdapterInterface, available as $setup->getConnection().

it says in the documentation you linked, this:

This command works only with modules defined as Composer packages.

If you did not install the module via composer, it won't work.
You can only disable it via bin/magento module:disable SP_Gridthumbs.

To remove the module, remove the folder SP/Gridthumbs, remove the record with module = 'SP_Gridthumbs' from the table setup_module and remove any other tables or records added by the install of the module.
Also remove the line with SP_Gridthumbs from app/etc/config.php