Uncle Grandpa is everyone's uncle *and* everyone's grandpa. I don't know how that works, maybe some kind of magical adoption? But Say Uncle is a non-canon April Fools' Day crossover episode.
His only canonical biological relative is his brother Santa Claus.
We don't really know much about Greg's relatives, except that he had an Greg's Aunt & uncle who were aviators who left Greg a storage shed and the deed to a mansion.