How do I start a funeral?

[Onba]

I got a body and an empty grave but neither my priest or my leader has that option.

[MortVent]

body has to be in the grave, then you can click on it for the event

[ZS Maeklos]

Body doesn't have to be in the grave. You just need a grave. If the body gets burned up, eaten, whatever, your colonists will still expect you to hold a funeral for the person. In which case, right-click on an empty grave and you can hold the funeral.