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GRX is fine (it's so filled up compensates just fine) but my Ultegras were all eB** second hand (levers and callipers empty of mineral oil, new hoses, etc) it was a long process to get the bubbles out and not all came out... Internal hose routing didn't help as front one was easier.
With SRAM and the expensive bleeding kit (since DOT is supposed to be serious I went ahead and purchased the "Pro Bleed Kit" with two massive syringes and spare o-rings etc) it was a breeze to set up. Just clean up any drops with water and rag.
edit: Also with Red and Force callipers/levers it's supposed to be better with less/no air getting in from the ports.
have never had a problem bleeding any shimano setup personally.. is grx odd? isnt it just beefy 105 ?