"I want that Grumpig get more resistant to other types?"
That is literally what Thick Fat does, makes it more resistant to Fire and Ice.
Thick Fat reduces the damage taken from Fire-type and Ice-type moves by 50%.
And Own Tempo isnt all that useful since Confusion isnt very common in competitive battling (if this is for in-game, i'd still go for Thick Fat.)
Go for Thick Fat.