I'm considering getting a Canyon Endurace which use a 52/36 Shimano Ultegra R8000 crankset. As I plan using the bike for long, multi-days ride it would make sense for me to have an easier ratio. Is it possible and not too expensive to switch the crankset to a smaller one? Ideally I'd like to have a 46/30, but it's in the Shimano GRX range so I'm not sure I can.
Officially, you would need to use the corresponding GRX front derailleur.
This is because the GRX crank uses a wider chainline, which is the distance from the center of the bottom bracket to the midpoint of the crankset's rings (hat tip to the late Sheldon Brown for the link).
Shimano road double cranks use a 43.5mm chainline (for example, the R8000 crankset specification page reports this). As reported in the first link by Bikerumor, GRX spaced the chainline out by 2.5mm. Velonews reported (Lennard Zinn's column) that Shimano did this to better accommodate wider tires.
Unofficially, you might be able to use your existing front derailer, as Shimano's specifications are often conservative. You would move the limit screws accordingly. However, it isn't guaranteed that you would be able to move the derailer's range of motion outwards enough to shift, and it's possible you might experience more chain rub than you otherwise would. Given that front derailers are cheap, I'd recommend just buying the corresponding FD if you must go this route. Alternatively, you could consider a third party crankset, but these tend to be pricier than the corresponding Shimano option. Also, rider feedback tends to indicate that Shimano chainrings have better shifting than most alternatives.
It may be worth considering if you actually want an endurance road bike like the Endurace, or if you want a gravel bike. Many of these bikes do just fine on the road, and they are more versatile than pure endurance road bikes. Naturally, the answer could certainly be that you want an Endurace with sub-compact gears.
The type of front gearing you're trying to achieve is called sub-compact gearing (where "compact" usually means 50-34 chainrings, and "sub" denotes anything smaller, including 48-32 rings). Shimano has not yet addressed this niche of cycling, i.e. road bikes with sub-compact cogs. Campagnolo offers this type of gearing in one groupset (12-speed Chorus), and I suspect they plan on trickling it down to Potenza and Centaur (but I have no inside knowledge). SRAM appears to be moving to address this with their new Force AXS wide-range gearing options.
The Canyon Endurace you linked to is a road bicycle, so it might not be able to handle something like a 46/30 as the front derailleur might not be able to be set low enough and the chainline is likely different. If you could get a bike shop to allow you to try the swap, though, it might be worth it because it might work.
The bike will almost certainly be able to handle a 50/34 crankset, though, as that would have the same chainline. Given the bicycle can handle an 11-34 cassette, are you sure you really need lower gears than that? If you're pedaling at 60 rpm, a 34-34 combination gives just 7 kph, which is barely fast enough to stay upright.
See Replace a 52/36 crankset with 50/34 for an example of someone wanting to do that with the very same bike you're considering (albeit an earlier model). One solution mentioned in the comments is to just replace the inner 36-tooth chainring with a 34-tooth one - that would probably work just fine. And such a change would be relatively inexpensive - I'm seeing Ultegra R8000 34t chainrings online for as little as 17 US$.