Gridding extremely large datasets can be slow. In Surfer 15 and newer, gridding has been multi-threaded so it proceeds much faster than in earlier versions.
The best way to grid large LiDAR data sets is to create a point cloud layer from the LAS/LAZ file and then use the Create Grid command on the Point Cloud ribbon tab. Instructions on how to create a Point Cloud map are in this article: How can I view my LiDAR data?
This algorithm is much faster than gridding the LiDAR data set using the Grid Data command or the Map Wizard.
Updated February, 2020