They're completely interchangeable. The only issue is that the front derailleur and crank have to match, since they're designed for a wider chainline. A GRX front derailleur with an Ultegra crank won't be able to move in far enough.

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"I'm thinking of a number between 1 and 10, and I don't know why!"

Perfect, thank you, just the info I needed.

Yup, I plan on using the GRX crank with the FD, because the wider chainline is exactly what I need.

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FWIW, The GRX RD is a big step up from Ultegra RX if you need the clutch.

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Good to know.

I have never yet used a clutched or damped RD. Currently I use an older GS (long-caged) shimano 105 road 10-speed RD on my gravel bike, but I don't seem to have many problems with chain slap, at least not so far.

For a new build, if I plan to run a 2X system (so no chain drop issues that sometimes happen on 1X), do you think that a clutched RD is still highly recommended? Looking for advice.

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They may not absolutely have to match. It looks like 5 different users report using the GRX cranks with various road FDs. One post (mine) links to the Riding Gravel forum, but unfortunately that site sucks, the link is dead, and I can't seem to search it. Nevertheless, a few users there reported success as well. Note that if you try this with mechanical road groups, you should probably expect to sacrifice your trim adjustment. Maybe this is an issue for you, maybe not. On my road bike, I only need to trim in the top 2 cogs, and I prefer to do a front shift rather than bothering to trim the FD. Of course, with mech shifting, the GRX FDs aren't exactly bank breaking.

It's another story for the Di2 FD, but as alluded to in the thread, the Di2 system can trim your FD for you so long as the FD's range of motion can cover where the GRX rings are.

We ran into a problem going the other way. We had a sample bike that was supposed to have GRX with an FSA RGX crank (same chainline as GRX), but the crank wasn't available yet. So the bike was sent with an FSA Energy instead. The GRX lower limit was all the way out, but the derailleur was still not far enough in. There was some slight hesitation shifting down, and it constantly rubbed in the small ring. Temporarily throwing a 105 on solved the problem until the RGX crank arrived. When the correct crank showed up, we immediately put the GRX derailleur back on, never tried it with the 105...

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"I'm thinking of a number between 1 and 10, and I don't know why!"