I would suggest a series of Bestiary books. The first one should probably be longer, as it would contain any expanded animal rules or terms needed, much like how GURPS Spaceships 1 is longer than the other books in the series (69 pages, where most of the others are around 40 pages). The first book would be the most general, having a selection of the animals that are most common to campaigns in general, based on the experience of the authors and editors, and any research they do. Horses, cats, dogs, dragons, falcons and so on.
Later books would be specific categories, like
Dinosaurs (partly covered by the adventure supplement
Big Lizzie, but they could do with more detail and examples) or
Birds, regional books like
Australian Wildlife, or power-related creatures like
Psychic Beasts. Given the variety involved, this would likely be a continuing series... if enough writers actually take that much of an interest in it.
On a related note, the main GURPS Books site has a list of published books about
Beasts, though it doesn't seem to include Pyramid issues (apart from one
collection book, some of which have articles that would be useful, here.