Hey,

would be nice to have an option to always have the own player frame sorted first.

While I agree and I wanted this in Grid2 myself, I am commenting here to make anyone finding this ticket aware than FrameSort is an addon which can do this for multiple unit frame addons, including Grid2. I am using it satisfactorily right now to guarantee that my player frame is in the bottom-right corner of my Grid2 unit frames under all circumstances.

This is only possible in party (not in raid), and its is already the default behaviour for the default layouts (By group or by group w/ Pets)
if this is not happening, maybe your profile has the "Sort units by name" option checked. So goto "General/Layouts/General" Tab and uncheck this option to see your toon first.
Or you are using a different layout with different sorting, for example "by class" layouts sort people by class, etc, not by index.

Hey,

yes, I'm using other sort options (group by role + sort by name)
I was wondering if it would be possible to add the "sort self first" in addition to whichever sort option is currently used

For parties, you can create a custom layout using the layout editor, and check the "Hide Player" options. This custom layout will display all players except you.
Then in the custom layout you can create a extra header to only display your toon (typing "player" in the units list). Or you can goto "General/layouts/general" and check the "display player unit" to display your toon in a diferent frame.
Then you can independent adjust the position your player unit and other players group.