I have read quite a lot on Egypt over the years but I did not realise there was a natural cave under it (and not far below the surface considering the weight of masonry on it). It is called the grotto.

That's very interesting. Where did you get your information? As far as I know, the GP is built on solid bedrock. There IS an unfinished chamber beneath the pyramid, and it could be mistaken for a natural cave, but is man-made.

I went to a talk at out local Egyptological society and the lecturer showed a plan. It is on the partly vetical shaft to the underground chamber.
Another thing - there is a pit in the underground chamber that apparently has not been fully excavated - they gave up because of chocking dust.

I did a google seach on grotto and great pyramid and found some articles on it.

I also did a Google search on grotto and Great Pyramid, and the results posted where, at best, nothing more than New Age reasoning. As far as I know, there were never any "moving parts" within the Pyramid. The name of Khufu apprears on blocks that could only have been placed at the time of building--e,g, Khufu built the Pryamid. The so-called "grotto" is obviously a man-made construction and not a natural cave. Any idea of the Pyramid channeling excessive water is mind-numbing.
I'd be very cautious in accepting as fact any information that is posted on the web. A lot of the so-called "proven" facts are just so much wild theories and nothing else. Go with the study of books by established Egyptologist.

A non new age web site mentioninh the grotto is -http://guardians.net/egypt/pyramids/GreatPyramid.htm