December in Switzerland

I wouldn't look for somewhere else to stay; I'd add the extra night to Venice. You have less than two days scheduled there.

You could tweak your routing and save a bit of train time--though this does depend partly on what you do with your extra day. If you travel from Tirano to Milan, the train goes right through Varenna-Esino. Varenna seems to be the most popular place for people on this forum to stay on Lake Como. The Milan-Zurich trip is considerably faster than the Varenna-Zurich trip.

The travel leg to Venice is marginally faster if you travel as you are proposing (Tirano-Varenna-Milan-Venice-Milan) than if you take the geographically shorter Tirano-Venice-Milan-Varenna-Milan route. I'd tend to prefer not to travel out and back on the same rail line if there was an option, but on a short trip there's a lot to be said for minimizing time on the train.

I have never been to the SE corner of Switzerland, but I believe I remember reading that St. Moritz is expensive but not actually all that attractive. Maybe consider Pontresina instead. The two are only about 10 minutes apart by train or bus.

Zurich isn't a bad place, but I prefer Bern, which has the winter advantage of a lot of arcaded streets. You'll be going through Bern (and changing trains there) on the way to Grindelwald, so you could press on to Bern on your arrival day, giving you what I'd consider a more interesting first-night stop and a shorter trip to Grindelwald. That would obviate the need for a quick train-change in Bern.

I am curious why you are going to spend a night in Chur after St. Moritz. If you ride the Glacier Express from Zermatt all the way to St. Moritz, you will pass through Chur on your say. So going to Chur after St.Moritz would be backtracking, passing over the route between Chur and Bever 3 times.

Look at a rail map of Switzerland to see what I mean:

https://cdn-doc.myswissalps.com/docs/default-source/rail-network-maps/swisstravelsystem.pdf?sfvrsn=7788603a_36

I would skip the backtracking to Chur and spend 2 nights in St. Moritz, or in one of the less pricy villages nearby. Or leave the Glacier Express at Chur to spend the night on Day 5 and continue on to St. Moritz the next day.

I don't see the point of going from St Moritz to Chur, then to Tirano. You will be covering the the same section of track, the Albula Railway between Chur and St Moritz, 4 times. Its a nice stretch of track with many spiral tunnels and stone viaducts, but once is really enough. Just stay 2 nights in St Moritz and take the Bernina Express from there to Tirano. Or take the Glacier Express to Chur, then the Bernina Express to Tirano.

I would skip Zurich and go straight to Luzern. It only takes about and hour. Sleep in Luzern.
The next day buy the Swiss 4 day Travel pass at the Luzern Train Station. Take the Golden Pass Express (scenic route) transfer at Interlaken on the way to Grindelwald.

The Swiss Travel Pass will cover all of your train travel up to the Tirano.
However you need to buy a seat reservation separately for the Golden Pass Express and the Glacier Express.
When you buy the Swiss Travel Pass the agent can process that for you.

I think you need to look at a map.

Day 1 - If you are Landing at Zürich at 11:00, you have plenty of time to get to Grindelwald the same day. No need to overnight in Zürich.

Day 5 & 6. This is the wrong way around. You are doubling back on yourself.
Day 5 - Zermatt to Chur (Glacier Express)
Day 6 - to St Moritz (First part of Bernina route)
From St Moritz, the route goes: (2nd part of Bernina route) - Tirano - Varenna (Lake Como) - Milan. You are already passing Lake Como.
So the logical order is
Day 7/8/9 - St Moritz to Varenna. (Lake Como).
Day 9/10/11 - Varenna - Milan - Venice.
Fly home from Venice.

Thanks to all for the great suggestions and advice. We will scratch off Chur on our itinerary and may possibly stay a night in Pontresina. We are not skiers or snowboarders so would two days in the St Moritz , Pontresina area be too much or would there be enough activity for us for two days?

Thanks!

December is a good time to visit Switzerland. Switzerland is a country with one of the best public transport system in the world, so transport without a car wouldn't be a problem.