Complex modules are not fully supported yet and you could thus try if the modules you want to use would already work. E.g. GRU seems to work on the CPU already:
rnn = nn.GRU(10, 20, 2).to(torch.complex64)
input = torch.randn(5, 3, 10).to(torch.complex64)
h0 = torch.randn(2, 3, 20).to(torch.complex64)
output, hn = rnn(input, h0)

and yields a warning:
UserWarning: Complex modules are a new feature under active development whose design may change, and some modules might not work as expected when using complex tensors as parameters or buffers. Please file an issue at https://github.com/pytorch/pytorch/issues/new?template=bug-report.md if a complex module does not work as expected.

so feel free to create a feature request for non-working modules.