Suggestions vs e4 for Grunfeld player

I would guess you like something of a indirect counterattacking nature, which brings something like Pirc/Modern to mind (although I don't play those so I could be misinformed). Although many of the lines after 1. e4 e5 are exciting, White can just as easily turn it into a very dry, closed, positional game, so I wonder if you've encountered that before and if you would like something like that.

Black often plays an early ...g6 and ...d5 in the Cozio (3...Nge7) defense to the Spanish.  There's a book on it here http://www.amazon.com/Anti-Spanish-Cozio-Defence-Alexey-Dreev/dp/6197188015 but I don't know if it covers those particular lines.

Comparing a fianchetto setup against e4 to a fianchetto setup against d4 is like comparing a dirty diaper to a vase of fresh roses.

Point is, same pawn structure on one side of the board does not result in the same style of game at all.  The Pirc is nothing like the King's Indian, the French is nothing like the Queen's Gambit Declined.

For example, the French tends to have a blocked center, with both central files completely locked.  The most comparable to that for defenses to 1.d4 would be the King's Indian Defense.  So a French player should be playing the KID, not a Pirc player.

In your situation, the Benko and Grunfeld are very aggressive, high risk high reward defenses.  I would recommend one of the 2...d6 Sicilians in your case, either the Najdorf, Dragon, Classical, or Scheveningen.  Not the Pirc!

Forget about whether it involves a fianchetto or not.  Forget about similar pawn structures.  Study all 4 of those variations, and see which ones you actually understand the middlegame ideas and motifs from.  For example, why is ...g5 common in certain Najdorf lines?  It's to deflect the pawn off of f4, and with the d-pawn already traded for Black's c-pawn on move 3, Black creates an outpost for the Knight on e5.  This is the type of stuff you should be using to determine if an opening is right for you, not whether or not you fianchetto a Bishop.

This is a very interesting question from a theoretical point of view. The main features of the Grunfeld are 1..Nf6, the king side fianchetto, the early d5 against d4, c4, and Nc3. Since 1.e4 negates ALL OF THAT, the only answer is to somehow get Grunfeld lines by transposition: Begin with The Modern  (1.e4,g6 2.d4,Bg7). Now, white has many choices, none will allow black to play d5. Black may be able to achieve K.I.D. lines but not a Grunfeld. In my experience, the Grunfeld is booby trapped for black anyway. White simply has too many strong and easy finds, where black must be cautious and inventive. Against 1.e4, you're better off just playing 1.c5, 1.c6, or even 1.e6 and forget about transposing to the absurd. Leave the Pirc alone at all costs and the Alekhine? Only if you really know it. Your question is interesting but the answer is like asking "If I visit the moon should I be prepared for physical differences compared to earth?" DUH??!!? Even if white let you, you wouldn't get Grunfeld lines against 1.e4. 

IM Jonathan Rowson wrote a great book called Understanding the Grunfeld. I met him briefly at the World Open a few years later and told him, "The more I understand about the Grunfeld, the more I know not to play the Grunfeld!" and he didn't want to speak to me anymore. There was a very pretty girl waiting for him so I don't blame him and I'm sure he doesn't remember. I thought the entire thing was hilarious. 

The Grunfeld defense can be summarized as

1 fianchetto the king bishop

2 OO

3 throw the c and d pawns into the center of the board

The only defense against 1.e4 that is similar is the Sicilian Accelerated Dragon. Bent Larsen often played the SAD and the Grunfeld.

FYI, the Catalan is a Grunfeld attack.

See the old book Zoom001 by Larsen and Zeuthen.