Experience is very meager for Grizzleheim, so it's optional.
If you entered Mooshu at level 28, then you certainly haven't done all of the side quests and probably not many at all. Unless you always travel with groups and never cast any spells, you should be higher than level 28 when you finish Marleybone, if you've done side quests.
These are the approximate levels that somebody doing all the side quests will be at when they're ready to move on. Grizzleheim isn't included in experience.
Wizard City to Krokotopia: Level 13-15 Krokotopia to Marleybone: Level 26-28 Marleybone to Mooshu: Level 32-34 Mooshu to Dragonspyre: Level 43-45 End of Dragonspyre: Level 48 to 50
Balance and Myth wizards will often fall behind a level in Krokotopia, because they get a level 4 spell (Sandstorm or Humongofrog) at level 16. These spells attack all enemies, and since enemies in Krokotopia are generally lower than level 4, less experience is earned. Death wizards can also have this problem, due to Vampire (level 4). Wizards who want a full share of experience may want to use those spells sparingly in Krokotopia.
Give it a try and go ahead. If it is to difficult go back and work on Grizzleheim. I have done every main quest and side quest except the dungeon in Nightside. I just hit level 28 when I got to Marleybone, so it seems you are a bit ahead of yourself.
You did every side quest in WC, but what about KT and MB. I had all the KT side quests done by the time I reached MS and started working on the large majority of the MB ones once I reached DS. You don't have to be one of those crazy players that does every single side quest before moving on to the next world (no offence to the players that do that, I just think it sounds painful to stay in MB when MS is sooooo cloooose...) if you don't want to be, but I reccomend finishing the side quests from at least two worlds before, or you will have WAY too many quests. I usually do side quests when I'm bored and don't want to do my real quests. NEVER decline a quest, or you will be looking for it three worlds later so you can finally get your badge (geez, fifteen minutes of searching through the temple of storms when I could've been working on DS). Sorry if this was too much info LOL!