If you set the Build Action to Content, you don't have to prepend your project name, so you can use:
/Fonts/BrandonGrotesque-Regular.otf
Just to let you know ;-)
Back to your problem:
The text after the #
has to be the real font name (not the name in the file system). You can find this name by opening the font in the Windows Explorer (with Windows Font Viewer).
It will display "Brandon Grotesque Regular". The Font Viewer appends the font weight if it has one specified, but you have to omit that.
So your font name is Brandon Grotesque.
You can use it like this:
<TextBlock FontFamily="/FontProblem;component/Fonts/BrandonGrotesque-Regular.otf#Brandon Grotesque" />
Or with build action set to content:
<TextBlock FontFamily="/Fonts/BrandonGrotesque-Regular.otf#Brandon Grotesque" />
Tested with your attached solution