Hi, and welcome to the forums.
No, there is no other part to Grim Fandango and I haven't seen any games that reminded me of it (if someone has, please share). However, I think you should check out Psychonauts which is also a game by Tim Schafer. Haven't played it myself yet, but people's opinions have been positive.
There is also a fan team working on a GF Half-Life 2 Mod. More info here.