First, grease pencil works more like vector graphics and so dealing with raster graphics like PSD would be difficult. Also there is no detailed info on it’s file format which may not be an issue now that Adobe has corporate membership. So there may be an addon that can be downloaded.
Second, If I remember correctly you can use PSD as a texture thru the image as planes addon that comes with blender. You just have to turn it on.
Third, you can always export the images as svg and import the svg which produces curves. Then Right click and convert to grease pencil.