For a small fee you can buy a gryphon ride to Thelsamar... as long as you've already been there. Gryphons will only fly you to places you've already been, so be sure to speak with every gryphon master you see so you can fly to him later.
You've already been to Thorgrum, the gryphon master of Thelsamar, so now you can return to him. And once in Thelsamar, you can deliver the picks to Brock Stoneseeker.
Speak with me when you're ready to go.
You brought the picks. Great! I'll get these to my mining students. I'm sure they're eager to use them on the ore deposits of Loch Modan.
Thank you for your help, <name>. I am in your debt, but I hope this money will at least cover your travel costs.