It's basically free-form (within reason per rules) RP that is driven by the player/s involved.
Most common is to do what you're doing, looking for a thread, and to start off. Because the agency is on you to decide the path of the character, you serve as your own DM, and just put the character into situations and play them out. Simple RP stuff.
What I would suggest is checking out the
factions, where some might be of interest and be filled with players who seek/RP similar scenarios to Grendel. For example, I noticed he was raised as a Mando foundling? Maybe consider the Mandalorian faction. Or, since he's also a mercenary, perhaps a syndicate or bounty hunting group?
Factions aren't the answer to character development, but they can put you in touch with people who can develop alongside you, with their characters, in your collectively driven stories/threads.