Is we will expand on that correct grammar?

"We will expand on that" is grammatically correct. However, it can be improved depending on the context. Here are some possible revisions:

For a more formal tone:

* "We will elaborate on that."

* "We will provide further details about that."

* "We will delve deeper into that."

For a more casual tone:

* "We'll go into more detail about that."

* "We'll tell you more about that."

* "We'll explain that further."

The best choice depends on the specific situation and the audience you are addressing.