The challenges posed by renewable energy and distributed electricity generation motivate the development of deep learning approaches to overcome the lack of flexibility of traditional methods in power grids use cases. The application of GNNs is particularly promising due to their ability to learn from graph-structured data present in power grids. Combined with RL, they can serve as control approaches to determine remedial grid actions. This review analyses the ability of GRL to capture the inherent graph structure of power grids to improve representation learning and decision making in different power grid use cases. It distinguishes between common problems in transmission and distribution grids and explores the synergy between RL and GNNs. In transmission grids, GRL typically addresses automated grid management and topology control, whereas on the distribution side, GRL concentrates more on voltage regulation. We analyzed the selected papers based on their graph structure and GNN model, the applied RL algorithm, and their overall contributions. Although GRL demonstrate adaptability in the face of unpredictable events and noisy or incomplete data, it primarily serves as a proof of concept at this stage. There are multiple open challenges and limitations that need to be addressed when considering the application of RL to real power grid operation.