Bunny0119 does it work if you set the wallpaper again?
Unless I'm mistaken, GrapheneOS has made little to no changes to the code that would affect wallpapers, so any bugs you may experience are almost certainly upstream AOSP bugs.
The latest big quarterly update fixed a big issue with wallpapers. My guess is there are still bugs with it. GrapheneOS developers are usually busy with other work and don't get the chance to fix minor upstream bugs that may be fixed anyway.