How do l start if l am a new user to GMT? I have GNSS-leveling data as my reference to validate geoid heights extracted from TZG19, TZG17, and TZG13 geoid models.
For visualisation, you could plot both grids on top of each other with grdcontour (see the doc).
For a number approach, depends on what you want to look at, but grdmath has a decent set of operators that would fit the job.