Im fairly sure this doesn't work. Otherwise you would never find filled gems in ruins or stores.
It only works with gems you filled. Gems you fin not so much. It's probably an intentional feature so that you can remove inferiour souls. J/s.
It works, but not for every gem. It has something to do with the soul in the gem and the cost, or something. This only happens sometimes and it can also happen when they are placed in containers.
EDIT : http://www.uesp.net/wiki/Skyrim:Soul_Gem#Bugs
Only factour is whether you filled it or found it last I checked.
http://www.uesp.net/wiki/Skyrim%3aSouls
Sort by soul size and look for the grands. Voila.
EDIT: In addition, here is a list of everything that CAN be a Grand soul, but you must be of the appropriate level yourself. http://www.uesp.net/wiki/Category:Skyrim-Souls-Grand