Martin is a huge fan of Marvel Comics, and his very first published work was a letter to Stan Lee and Jack Kirby in Fantastic Four #20 (August 1963), written when he was fourteen years old. He later submitted other letters to more Marvel titles (including Avengers) and attended the very first Comic-Con in New York in 1964 along with some other fans he'd met through the letters pages of the comics. Martin has cited the influence of Marvel Comics on his work, including their greater focus on characterisation and the idea of bad guys turning good (specifically the character of Wonder Man) and good guys turning bad, and many characters not fitting into either spectrum.
GRRM has appeared as fictional versions of himself before - he cameoed in Z Nation as a zombie in 2015, taking advantage of undead immortality to continue work on his novels - but I suspect him being cemented in Marvel Comics history as a character in that universe will please him greatly.
The Hellfire Gala starts this week in Marauders #21, X-Force #20 and Hellions #12.