What was your intention when you chose both Gr- names with the other two? Was it coincidence, did you think you wouldn't have more, or did you want them to have matching initials? Just curious. If it was just a coincidence, I think you can use another initial and no one will question it. Or if it was intended, then Grant (or Graham!) works. But I wouldn't feel obligated if I were you. I am one of three girls and two of us have E names and one L, and we never thought anything of it.
Names that end in n: Nolan, Owen, Ewan, Julian, Sebastian, Soren, Declan, Callen, Conan, Ronan, Damien, Calvin....
I was going to suggest:
I like Grey and Graham for G names.
Grant is one of my favorite names- possibly a future kid's name. Others I like are
Grayson (I even think Gray for short is cute)
Also don't think changing the letter is a big deal , plus if you have a 4th you won't have to think of another G! :)
I think Grant works well with Griffin and Grace. I also like Graham and Grover with Griffin and Grace.
You may also want to consider names that begin with G but not the Gr.
Griffin, Grace, and Glenn
Griffin, Grace, and Gavin
Griffin, Grace, and Garrett
Griffin, Grace, and Guthrie
For names similar to Cohen, consider Colton, Collin, or Coleman - all of which the nn Coe would work.