I want to choose a template for my view
It looks like the view is displayed using the 'blog' template. I'd like to be able to change it to use the 'page' template, or just roll my own. Normally, that's an option when editing a wordpress page/post, but not here. Can you please add that?
WordPress makes that template drop-down is only available when editing Pages, not any other "post type" like a View.
What you can do is copy the template you want and rename it "single-gravityview.php" - that will override your other template.
Note: this will not work with embedded Views, but if you embedded a View in a Page, you could then use the template drop-down.