You can do that, until you fly back to Cocoon you still have the freedom to go back to Gran Pulse and farm CP, gil or just do missions.
Once you go back to Cocoon, you will have to complete chapter 12 but you will then get more opportunities to return to Gran Pulse and Eden at the beginning and end of chapter 13.
I recommend levelling up your jobs, weapons and accessories as much as you can before attempting the final boss.