Block Sets that work well with Grimm's Large Stepped Pyramid
I might be a Unit Block girl through and through but even if you're a Grimm's person I still recommend committing to the system you've chosen.
Choosing one mathematical system for your block collection benefits your child's learning through play and also supports independence in play by removing points of frustration (like blocks that don't measure up to each other!) So, if you're already on the Grimm's train stay consistent with the 4cm standard of those block sets and use this little list of block sets that are also aligned with the Large Stepped Pyramid to expand your collection.

Grimm's basic building set - the large arches in this set are beautiful and fun to add to the LSP. They're also really easy for younger children to build with! Pretty much every Grimm's set is going to be 4cm aligned. The only one I've come across thats not is their giant building blocks set. Also funnily enough their rainbows aren't aligned with their blocks - I have many feelings about this but we can save that for another post.

AVDAR metropolis set - if you're looking for a huge variety of shapes in one set this is a winner - my kids also really like the people and animals included here. AVDAR's other block sets are also 4cm aligned and they have tons of variety in their sets so have fun!

Haba building blocks - this is a GREAT option to add a lot more blocks to your collection at a much more affordable price than Grimm's. All of the Haba block sets I have ever seen are 4cm aligned.

Gem blocks from Timber Play - Timber Play makes custom blocks and they're absolutely gorgeous. They specifically make gem sets that are aligned with the LSP - so if you're wanting gems and you're a Grimm's household I highly recommend going with these over other non-mathematically aligned options.

The Lovevery block set happens to be based on a 4cm block system as well. It's a little less consistent than the others here (because it has large wheel pieces, + some random shapes that tbh don't seem to be based on anything) but over all the set is generally friendly with other 4cm blocks. I don't really recommend going out of your way to get this set - the pieces are weird and the finish is slippery... but if you find it for really cheap and just want more blocks, or if you already have it, it's good to know how it fits in mathematically.
I'm not going to lie - I think you should pick unit blocks over Grimm's and you can read more about that here. But like I said above - if you want these colorful blocks at least commit to the size and grow your collection within the system!