Cycling in Utah's National Parks: Gravel bike?

I'll be taking a road trip from CA to OH, and will be tent camping along the way. I'm also bringing my gravel bike (fitted currently with 28mm tires, but am considering my 33mm CX tires if they're more appropriate).

I've read a little about road biking in Zion; are there other opportunities for gravel? Same goes for other parks in the state (will probably go to Arches, as well).

That said, should I set up the CX tires tubeless, or just stay with the road tires?

Thanks in advance!