You don't have to do Grizzleheim to advance in the game. You have to finish Marleybone (defeat Meowiarty).
Grizzleheim is not a one-shot area. Some parts can be done by a level 20, while others are much harder; the game won't even let you into them until you reach level 30 (Mirkholm Keep) and level 40 (Nivaldir and Ravenscar).
Mooshu is the next required area after Marleybone, so that might be the next place to go.
