Actually, I'm pretty sure that getting diamonds before getting a furnace would probably be impossible. Maybe.
In any case, it would be wildly impractical. How many people actually have an established power source before they've even gotten their first diamond? Maybe there are some people out there that do it, but I certainly wouldn't want to. I like to have an established foundation of materials before I start delving into that stuff. By the time I start using macerators, I usually have at least 10-30 diamonds. So, for me, it's well worth it.
And no. I never grind materials once I get out of my 'vanilla phase'. Ever. Anyone who does simply isn't using the mods available correctly. Quarries and turtles exist so that grinding is never an issue. If you are sufficiently skilled, there is almost nothing in this game that needs to be grinded, given the massive amount of possibilities.
And hey, if you like getting to endgame ASAP, that's great. As the poll shows, there are certainly people who don't use GregTech.