Not only do all of them seem to link in together, it'll make it easier to get A Thing (that's already really easy to get but still technically missable)
They should be popping up as you go, make sure to check the tab beside the main missions, some of them unlock for killing certain amounts of enemies with certain pilots. For Gridman, you have to beat the map where J-Decker and Build Tiger get their first upgrades, you get an Onboard mission for it after, and then after Gridman has 50 kills.
Mildest of spoilers, but a PSA, if Gridman is what you've come to the game for:
like half of Gridman's attacks are locked behind these things