Soviet immigrants Irene Wilson and her brother, Boris Michailenko, recently opened an import business in Pennsylvania, dealing in Soviet-crafted ballet slippers.

Nikolai Grishko is their Russian connection - a Soviet economist who established and has since expanded a factory, hired experienced cobblers away from the shoe factories run by the ballets, tripled their salaries and has given the I.M. Wilson Co. of Gladwyne, Penn., the exclusive North American rights to his shoes - in a true Western, entrepreneurial spirit.The shoes seem to be a hit with Americans in test marketing, and Bolshoi artists are reportedly buying the Grishko slippers out of their own pockets.