I eventually figured it out but unfortunately I can’t remember at this point (I think it had to do with the water water model, as conjugate gradient needs you to define -DFLEXIBLE but I was using TIP3P which is rigid).
In any case, I ended up using only steepest descent for all of my simulations. In another thread, it seems like CG doesn’t work great for GROMACS. I found that SD worked well for all of my simulations so I would recommend using that or another option.