Wiring of a metal detached garage?
Grounding
Since the garage is detached yes a grounding rod is required.  Last the ground wire from the rod is connected to the grounding buss and the metal frame of the box / the building. The grounded or neutral conductor is isolated from ground an insulated buss is normally available in a main lug panel or a main breaker panel, if the bonding screw or jumper is installed in a main lug panel it is removed.
Running cable behind metal studs of unfinished wall
Any NM-B or Romex running horizontally requires protection below 8 feet. In my jurisdiction even running down the side of the stud requires protection.
Although MC or metal clad is under the same requirements as NMB most inspectors will let this fly on an inspection so I would consider upgrading to MC wire it is a little more expensive but will look a lot better in my opinion than exposed NM-B.
Cable through conduit
Can you use NM-B or romex in conduit sure but why? It would be many times harder to pull (you cannot strip it) and if going to conduit THHN is cheaper and much easier to pull.
GFCI breaker or receptacle
As far as a breaker or first outlet it depends on the location to me because there is no difference in the operation or safety.
The difference is in cost. Usually GFCI receptacles are cheaper than breakers. But again location comes up.
By location if you have a separate room or a large area walking 30-50’ to reset a GFCI can become a pain when the receptacle is just a few feet away so many times I will use GFCI receptacles in a home and garage to save $ and have the reset close.
Hope I hit all your questions we normally ask that they be broken up but these are quite common for a detached building.