Grass Gym: Level 22
The grass gym isn't too threatening. With Grookey, you shouldn't need to over-level too much because of the resistance. If you are facing the gym without a resistance, you might want to level up a bit more, because even a neutral hit from the dynamaxer does a crazy amount of damage.
Water Gym: Level 27
Again, a hit from the dynamax Pokemon (Drednaw) will hurt a lot even when it's a neutral hit, especially in rain. But if you have been able to keep Grookey, you won't have any problems.
Fire Gym: Level 31
This is probably one of the hardest gyms in a SwSh nuzlocke run. Bug + Fire really hurts most of the Pokemon found in Galar, and the Pokemon you catch in the gym are too weak to do anything against the gym. Over-leveling even more than 31 wouldn't be a bad idea at all.
Ghost Gym: Level 39
Not too hard.
Fairy Gym: Level 42/43
Not too hard.
Ice Gym: Level 46
Just be wary of the offensive prowess of Ice type Pokemon. Over-leveling a bit more might not be a bad idea.
Dark Gym: Level 50
This gym isn't necessarily hard, it would just be good to over-level a bit just in case.
Dragon Gym: Level 55/60
This one you are most likely going to want to over level on, because it's a double battle and a Pokemon getting double teamed could result in a loss.
Champions Cup: Level 65
You might be a bit over-leveled, but the opposing Pokemon levels will catch up fast.
Leon: Level 75
Even when over-leveled, Leon has a decent enough team with tons of coverage to really put on the hurt.
Hope this helped!