G protein-coupled receptors (GPCRs) are central to many fundamental cellular signaling pathways. They transduce signals from the outside to the inside of cells in physiological processes ranging from vision to immune response. It is extremely challenging to look at them individually using conventional experimental techniques. Recently, a pseudo atomistic molecular model has emerged as a valuable tool to access information on GPCRs, more specifically on their interactions with their environment in their native cell membrane and the consequences on their supramolecular organization. This approach uses the Martini coarse grain (CG) model to describe the receptors, lipids, and solvent in molecular dynamics (MD) simulations and in enough detail to allow conserving the chemical specificity of the different molecules. The elimination of unnecessary degrees of freedom has opened up large-scale simulations of the lipid mediated supramolecular organization of GPCRs. Here, after introducing the Martini CGMD method, we review these studies carried out on various members of the GPCR family, including rhodopsin (visual receptor), opioid receptors, adrenergic receptors, adenosine receptors, dopamine receptor, and sphingosine 1-phosphate receptor. These studies have brought to light an interesting set of novel biophysical principles. The insights range from revealing localized and heterogeneous deformations of the membrane bilayer at the surface of the protein, specific interactions of lipid molecules with individual GPCRs, to the effect of the membrane matrix on global GPCR self-assembly. The review ends with an overview of the lessons learned from the use of the CGMD method, the biophysical chemical findings on lipid-protein interplay.