I don't think the Grizz have any numbers retired and those teams did make a WCF and were among the better teams in the league for 4 or 5 years.
Maybe it's my Lakers' elitism here but it's difficult to think of someone who never made an all-star team as being worthy of a number retirement. It would make more sense to me to raise a banner including the numbers of Allen, Z-Bo, Gasol and Conley to simply celebrate the team as a whole. But given that they're retiring Tony Allen's number that those other players will have their numbers retired as well.