Yes, there are quite a few. You can start by looking on fanfiction websites like Archive of Our Own. Just search for 'welf crozzo x oc' and you'll find a variety of stories with different plotlines and writing styles.
One common theme is adventure. Since Welf Crozzo is often associated with action - packed scenarios, the fanfictions might involve the OC and him going on quests together. Another theme could be romance, as it's a popular aspect in pairing - based fanfictions.
One of the great Danmachi fanfics is 'A Different Perspective'. It offers a fresh take on the characters and their relationships within the Danmachi universe. The story delves deeper into the backstories of some minor characters and makes them more significant. Another good one is 'The Unseen Adventures'. It takes the characters on new quests that are not in the original story, adding more excitement and mystery.
The Danmachi light novel is finished. The author completed the series, providing a satisfying conclusion to the adventures and developments of the characters.