Have you enabled an HTTP endpoint for the Gremlin service? The document above explains:
While the default behavior for Gremlin Server is to provide a
WebSocket-based connection, it can also be configured to support plain
HTTP web service. The HTTP endpoint provides for a communication
protocol familiar to most developers, with a wide support of
programming languages, tools and libraries for accessing it.
If so, you can use an ELB HTTP health check to a target like this:
HTTP:8182/?gremlin=100-1
With a properly configured service, this query will return a 200 HTTP status code, which will indicate to the ELB that the service is healthy.