There are other solutions but if you want to have your contacts locally, you can export them from your old phone as a .vcf file.
Then copy them to your GrapheneOS phone using a USB cable for example.
You can simply use the pre-installed "Contacts" app to import them: Open this app, then in the hamburger menu (three dashes top left)> Settings> Import> Import .vcf fileand navigate to the location of the file with your exported contacts and then import them to the Contacts app.