Tom,
Just to get the scale correct, from the left, the first brass casing is 650 mm in length with accommodations for a 5" (125mm) projectile. A 5" Naval gun. Next is the 3" naval gun. Approx 75 mm bore. To it's right is it's projectile, above the third casing. My best understanding is that third casing was used in the cannons of US tanks. Marked 75mm it would be about 3" in diameter. To it's right, and #4 is a very similar, but slightly shorter Bofors of the same caliber. (PS MS as never having been loaded or fired.)
Swedish Bofors cannons and ammunition were manufactured from 25mm to 283mm, and possibly others. Likely, the most popular was the 40mm cannon.
Next is a 2.36" rocket (training round,) for the Bazooka. It doesn't belong in this group. I should be with the rocket launchers and the flame throwers. My bad.
Then comes the 40mm cannon.
I love trench art, and your Grandfather's pieces are priceless. My first guess is that the engraved casings were 40mm Bofors.
The desk set is a little tougher. Owing to your English heritage, I would just be guessing. But my first guess would be...
Near row, left to right .303 SMLE, .38 Webley or Enfield and .50 Browning.
Top row... 40mm Bofors.
But bear in mind this is not my area of expertise, and I am merely speculating. More educated input is encouraged.
If I've used unfamiliar jargon, call me to task.