Were Anunnaki responsible for creating nearly all of the megalithic ruins found all over Earth, the most famous of course being the Great Pyramid of Giza?

The Anunnaki are not responsible for all ruins, but for a sizable number. They had no interaction with the great pyramid. This was done by other extraterrestrial beings. It was of course under their observation and there were great tensions as a consequence because they saw these extraterrestrial beings as interlopers and a potential threat to them and their control of things. But this was tolerated for a time to see what would happen.