I only have experience at Grosmont (2010), but I would recommend it. We stayed at Grosmont House B&B, but ate at the Station Tower. Both were fine. We also enjoyed seeing the train shed.

An additional advantage, for me anyway, is that Grosmont makes a shorter last day. Even from there we were pretty much beat by the time we got to RHB, almost to the point of not being able to enjoy our triumph. The extra distance from Egton Bridge would have just made it worse.