There's nothing really out there that is like Grimgar, it's quite unique in a way, I guess you could go for other Isekai, but most of them are extremely different. There are shows that kinda "feel" similar, they're like very atmoshperic and character driven, for that kinda show I'd recommend:

Shinsekai Yori -

From the New World

Haibane Renmei -
(Haven't watched this one, but saw people saying that if you like Grimgar you'll like this.)

Haibane Renmei