Good point. For people to prove that Havergal Brian is great, they have to do a bunch of explaining and mental gymnastics. With Grieg, it's not necessary - the music speaks for itself. 
And yes, I'll get around to those Lyric Pieces! 
Have you listened to any of Grieg's orchesterlieder? He didn't write much (most of which are just orchestrations of his lieder), but it is lovely music.