This phase II trial studies how well dinutuximab works when given with sargramostim in treating patients with osteosarcoma that has come back after treatment (recurrent). Monoclonal antibodies, such as dinutuximab, may find tumor cells and help kill them. Sargramostim may help the body increase the amount of white blood cells it produces, which help the body fight off infections. Giving dinutuximab with sargramostim may work better and kill more cancer cells.