I've not done Lockley's Pylon, but I've spent a lot of time around Grosse Valley over the last couple of months, just doing day walks
I think the Fortress Pools photos I saw on r/sydney a while back got me interested but I haven't done it because I usually walk alone and it's supposed to be a bit of an adventure
My pick is probably Grand Canyon because it is so different to many of the Blue Mountains walks, but it does get very busy.
I've also done Victoria Falls to Burra Korain a couple of times which is way quieter. The tracks into/through the Valley are mainly closed at the moment, but I spoke to some runners on the trail who were on their way out of the valley having come from Medlow Bath to Vic Falls