I've been approached this way - to act as PI or supervisor/mentor for grants I can lead. I haven't been emailed out of the blue for advice or to give feedback, but it's not out of order.
But make it easy for this person. We get overwhelmed with these sorts of requests - I generally get a request to review a grant, or referee a book or article, or read something for another researcher about once a fortnight. I spend almost as much time facilitating others' research as doing my own!
So send an email, with a short abstract (no more than a 200 word paragraph) included in the body of the email, not as an attachment he has to download, and be specific about what you want from him. Are you asking him to collaborate, or simply comment on your proposal, or be on your project's advisory board or management group, or whatever?
But a general comment ...
Whenever I see these sorts of questions, I do wonder why people don't utilise these sorts of networks & possibilities within their own institution, or personal networks. I'm at an ambitious RG place, and we have informal peer reviewing within the department, formal mentors (I have a mentor and I mentor about half a dozen colleagues), events run by our research institute when people 'pitch' their grant ideas, and a formal process of internal peer reviewing before you submit to UKRI or ERC etc etc.
Do you have any of these at your place? If so, use them! If not, do you at least have a Director of research ? Can you ask them to set up internal peer reviewing or mentoring?