Are R33 grants restricted to those having completed an R21? Must I have completed an R21 grant to apply for an R33?

No. Applicants may apply directly for an R33 provided they have sufficient data to adequately demonstrate or establish proof-of-principle. R33 applications based on previously funded IMAT R21s, however, are required to quote the final Milestones from the R21 Notice of Award and discuss the extent to which these milestones have been achieved.