SERIES FINALE: Stephen Colbert has been going out not with a whimper, or a bang, but however the hell he wants. Interview Smaug the dragon? Sure, why not? Close out his entire decade-long run as a triumphant talk-show conservative caricature by making room for his friend “Grimmy,” a.k.a. The Grim Reaper? Sure. And I hope, on this final show, they play a game of chess…