Last year I did something very similar. L&C to Bozeman, then self-routed the rest of the way. Yellowstone to Rusmore: exited Yellowstone on Sylvan Pass (US 14/16/20) to Cody. Continued to Greybull, S 16/20 to Basin. Cut off on Rt 31 (ask a local) to Ten Sleep, up Ten Sleep Canyon on Rt 16 to Buffalo (hardest 2 days of whole XC tour, but super gorgeous). Rt 16 through Ucross, Clearmont (bar, restaraunt, can sleep in the park), Spotted Horse,
Gilette (camping, bike shops, etc). Frontage road to Moorcroft, N. on Rt 14 to Devil's Tower (ask at entrance kiosk for Frank Sanders/Devil's Tower Lodge in the park, he will let you camp on his lawn and use the shower, for any donation you can make.) N. on Rt 24 to Rt 34 to Belle Fourche, south into Spearfish. Up Spearfish Canyon (14A) to Deadwood, then through the black hills / Keysone / Rushmore. From their I headed north to Rapid City, then east to the SD Badlands, etc., paralleling the 90 on various county roads. Continued that all the way through SD/MN to WI, where I picked up the road by the Wisc. River.
The grades in the rockies are mostly long and moderate. Ten Sleep Canyon goes at 8% or so for about 12 miles, and that's the worst of it. Entering Yellowstone from the north at Gardiner was pretty steep. If you do Pensylvania, that's where to worry about grades.