You can either add a thumb to your standard bucket (=bucket grapple) or get a true independent grapple. A true grapple is more flexible with brush and logs and digging etc but don't discount a bucket grapple as an inexpensive solution. Key would be to determine just what you want to use the grapple for and how much you want to spend for a more efficient one. A bucket grapple is roughly half as efficient as a true grapple but probably five or ten times as efficient as just the standard bucket with chains.
You will need to mount your grapple and I don't know if the JD955 comes with a quick attach mount or has the traditional JD pin mount. There are a few grapple manufacturers who make a JD specific mount and there are also QA adapters that can be purchased ($500 or so).
You might want to look at the Everything Attachments Compact Tractor Grapple. It is a modern well engineered design and made in North Carolina. It should do just about anything you would want to do with your loader.
A diverter valve is one of three options to run a grapple. Cheapest, if you have rear remotes, is just to use the rear remotes. I did that on my first tractor and was very happy with it. Costs only fittings and hose and a few zipties to set up and after measuring and procuring those items you can be grappling in about fifteen minutes. A diverter valve, which I have on my current tractor, is an intermediate solution. I obviously use one and it works but I'm not in love with it. Benefits are that it is a bit less $ than a third function valve and that you can feather the grapple jaw closing. Downside for me is that when I get busy I not infrequently hit the button at the wrong time and dump my grapple load. That is clearly not a major complaint but rather an annoyance. More important to me is that I don't see any particular advantage over the simple rear remote control (so long as the controller is easily reached like the stick shift in 4 on the floor). A third option is the electric over hydraulic (true third function). That will cost $600-900 and offers independent control of the grapple jaw via an on off switch. Benefit is that it is a separate control (compared to diverter) and downside is that you cannot feather the valve (on or off). My advice, if you already have a rear remote, is to simply use it. All the hoses and fittings can be repurposed later as part of a diverter or third function set up if you don't like the rear remote control. And, if you don't already have at least one (preferably at least 2) rear remotes then this is a good time to consider spending that budget on rear remotes that will have multiple uses beyond just grapple control.