Dinutuximab in Combination With Sargramostim in Treating Patients With Recurrent Osteosarcoma

Inclusion Criteria: * Patients must have histologic diagnosis of osteosarcoma at original diagnosis * Patients must have had at least one episode of disease recurrence in the lungs without limitation on number of episodes of recurrence as long as they meet the following criteria: * Surgical resection of all possible sites of suspected pulmonary metastases in order to achieve a complete remission within 4 weeks prior to study enrollment\*\* * Pathologic confirmation of metastases from at least one of the resected sites * For patients with bilateral pulmonary metastases, resection must be performed from both lungs and the study enrollment must be within 4 weeks from date of the last lung surgery * Note: If surgery related changes such as atelectasis are seen on the post-operative computed tomography (CT) scan, patients will remain eligible to enroll as long as the operating surgeon believes that all sites of metastases were resected; patients with positive microscopic margins will be eligible to enroll * Patient must have adequate tumor specimen available for submission * Patients must have a performance status corresponding to Eastern Cooperative Oncology Group (ECOG) scores of 0, 1 or 2; use Karnofsky for patients \> 16 years of age and Lansky for patients =\< 16 years of age * Patients must have fully recovered from the acute toxic effects of all prior chemotherapy, immunotherapy, or radiotherapy prior to entering this study * Myelosuppressive anti-cancer therapy: must not have been received within 2 weeks of study entry (4 weeks if prior nitrosourea) * Biologic (anti-neoplastic agent): at least 7 days since the completion of therapy with a biologic agent * Radiation therapy (RT): \>= 2 weeks for local palliative radiation therapy (RT) (small port); \>= 6 weeks must have elapsed if prior craniospinal RT or if \>= 50% radiation of pelvis; \>= 6 weeks must have elapsed if other substantial bone marrow (BM) radiation * Surgery: \>= 2 weeks from last major surgery, including pulmonary metastasectomy, with the exclusion of a central line placement and core needle or small open biopsies * Patient must not have received pegfilgrastim within 14 days of enrollment * Patient must not have received filgrastim (G-CSF, Neupogen) within 7 days of enrollment * Patient must not have received immune suppressants: corticosteroids (for other than allergic reactions and anaphylaxis), cyclosporine or tacrolimus within 7 days of enrollment * Note: the use of topical and/or inhalational steroids is allowed * Total absolute phagocyte count (APC = \[%neutrophils + %monocytes) x white blood cells \[WBC\]) is at least 1000/uL * Platelet count \>= 50,000/uL * Creatinine clearance or radioisotope glomerular filtration rate (GFR) \>= 70 mL/min/1.73 m\^2 or * A serum creatinine based on age/gender as follows: * 1 month to \< 6 months: 0.4 (male) 0.4 (female) * 6 months to \< 1 year: 0.5 (male), 0.5 (female) * 1 to \< 2 years: 0.6 (male), 0.6 (female) * 2 to \< 6 years: 0.8 (male), 0.8 (female) * 6 to \< 10 years: 1 (male), 1 (female) * 10 to \< 13 years: 1.2 (male), 1.2 (female) * 13 to \< 16 years: 1.5 (male), 1.4 (female) * \>= 16 years: 1.7 (male), 1.4 (female) * Total bilirubin =\< 1.5 x upper limit of normal (ULN) for age * Serum glutamate pyruvate transaminase (SGPT) (alanine aminotransferase \[ALT\]) =\< 110 U/L (for the purpose of this study, the ULN for SGPT is 45 U/L) * Serum albumin \>= 2 g/dL * Baseline electrocardiogram (EKG) shows normal corrected QT interval (QTc) interval of =\< 470 milliseconds (ms) * Shortening fraction of \>= 27% by echocardiogram, or * Ejection fraction of \>= 50% by radionuclide angiogram or echocardiogram * No evidence of dyspnea at rest, no history of exercise intolerance, and a pulse oximetry \> 94% * Patient has no known history of seizure disorder * Central nervous system (CNS) toxicity including peripheral neuropathy =\< grade 2 Exclusion Criteria: * Patients with distant bone metastases at original diagnosis or relapse (patients with only skip lesions will be eligible) * Patients with concurrent local and pulmonary recurrence at the time of enrollment; note: patients who had local recurrence previously that has been treated and now present with an isolated pulmonary recurrence and meet the surgical resection criteria stated above will be eligible * Patients with primary refractory disease with progression of the primary tumor on initial therapy * Patients with CNS disease or other sites of extra-pulmonary metastases at the time of most recent episode of disease recurrence preceding enrollment * Patients with a prior hypersensitivity reaction to sargramostim * Patients who have received prior anti-GD2 therapy, including chimeric antigen receptor (CAR) T cells directed against GD2 antigen * Female patients who are pregnant are ineligible * Lactating females are not eligible unless they have agreed not to breastfeed their infants * Female patients of childbearing potential are not eligible unless a negative pregnancy test result has been obtained * Sexually active patients of reproductive potential are not eligible unless they have agreed to use an effective contraceptive method for the duration of their study participation; patients should maintain adequate contraception for a minimum of 2 months after the last dose of ch14.18 (dinutuximab)