These are the players who won an individual Grand Prix without losing a match. The records listed are the records against humans, that is, byes are ignored. It is possible that there are other instances of this happening in 1997-1999. As always, what draws were IDs involved some amount of guesswork.

Jon Finkel and Gan Yan are the only people to win every round of a GP. Walker MacMurdo and Steve Locke are the only two to win a GP undefeated from zero byes.

namerecord
W-L-D-ID
eventformat
Jon Finkel13-0-0-0GP Boston 1998Tempest block
Jim Herold11-0-1-1GP Oslo 1999ULG limited
Masayuki Higashino9-0-0-4GP Hiroshima 2001INV limited
Jose Barbero10-0-1-2GP Porto Allegre 2004COK limited
Marcio Carvalho13-0-1-1GP Lisbon 2005BOK limited
Kenji Tsumura12-0-1-1GP Kuala Lumpur 2006DIS limited
Tomoharu Saito11-0-1-2GP Singapore 2009extended
Gaudenis Vidugiris12-0-1-2GP Denver 2011MBS limited
David Shiels11-0-3-1GP Dallas-Fort Worth 2011MBS standard
Richard Parker16-0-0-2GP Lille 2012DKA standard
Reid Duke13-0-0-2GP Nashville 2012DKA limited
Alexandre Darras12-0-1-2GP Manchester 2012DKA limited
Walker MacMurdo12-0-3-1GP Auckland 2012RTR standard
Dan Lanthier12-0-2-2GP Vancouver 2015modern
Scott Lipp13-0-1-2GP Sydney 2016EMN limited
Brad Nelson13-0-0-2GP Omaha 2017AKH standard
Thiago Saporito13-0-1-1GP Las Vegas 2017 (limited)AKH limited
Steve Locke16-0-0-2GP Minneapolis 2017HOU standard
Gan Yan16-0-0-0GP Seattle 2018 (standard)RIX standard
Eli Kassis12-0-1-2GP Oakland 2019modern
Allen Wu13-0-0-2GP Las Vegas 2019 (limited)MH1 limited
Dylan Nollen15-0-0-1GP Portland 2019ELD standard

Additionally, three teams have gone undefeated in team events. I believe this list is complete.

namerecord
W-L-D-ID
eventformat
Scott Johns
Gary Wise
Mike Turian
10-0-2-1PT New York 2000PCY rochester
Darwin Kastle
David Humpherys
Rob Dougherty
8-0-2GP Columbus 2001APC limited
Greg Orange
Adam Jansen
Andrejs Prost
14-0-1-1GP San Antonio 2017unified modern