I love these pieces in moderation, and what better way to approach them than through this compendium of Grieg's ten books of Lyric Pieces? The best of each book is here, including "Elves' Dance," "Butterfly," "To Spring," "Herd Boy," "Norwegian March," "March of the Trolls," "Homeward," "Wedding Day at Troldhaugen," and "Puck." (Notice that I like the up-tempo ones, where Grieg has less of a chance of falling into salon-music doggerel.)
As to the performances, Steen-Kokleberg has great technique, which helps these pieces sound as effortless as they should. (Take "Brooklet" from Book 7: not an easy piece, but Steen-Kokleberg makes it burble most attractively among the rocks.) What's more, the pianist approaches the Lyric Pieces as if it's truly important music, and that keeps Grieg's idiom from seeming overly precious.
So, with the best of Grieg's best in some of the most successful performances I've heard (plus a great price), this disc is hard to beat.