They all sound great to me, except sentence number 3.
You used the phrase "in regards to," which is often spoken in English at a time when someone is ill and we are asking someone to "give them our regards or best wishes."
So, the sentence you want to type is "I am calling you in regard to your grievance you filed yesterday."
The word 'regard' is singular and lets the person listening know that you are talking about one specific thing.
You can also use the word 'concerning.'
'I am calling you concerning the grievance you filed yesterday.'