From what you're saying, this is all pretty damned strange, but whatever it is it doesn't have anything to do with your grow.
First of all, police do occasionally hire private investigators to gather evidence, because PIs are not bound by the same legal restrictions as sworn police officers. That means they can sometimes develop enough information for probable cause without having to get warrants and court orders, although it's tricky legal ground if it gets to a courtroom. But that's very, very rare, because it's extremely expensive and few police departments have the budget for that crap. In order to justify it, they'd have to want you really, really badly, and some guy with 150 watts in his closet doesn't even come close.
Second, if it was about the grow, what useful information are they going to gather by sitting outside your apartment and taking pictures of you walking to the store? The grow is inside, and your sidewalk is outside. How would it possibly be useful? "And here you see, your honor, this photograph of Mr. Smonkey walking to a grocery store - proving beyond the shadow of a doubt that he eats food. And since every marijuana grower in the history of law enforcement has been someone who eats food, we knew the second we saw him walking to the store that he had marijuana growing in his apartment!"
Third, if for some insane reason they were willing to invest all these resources in busting you for that grow, they would have already done it. They wouldn't go to these lengths unless they already had enough information to establish probably cause a dozen times over. If they knew enough about your grow to go to these lengths, your door would already be hanging off the hinges.
Best guess is it's one of 4 things - somebody thinks you're somebody other than who you really are, someone thinks you know the whereabouts of a fugitive, someone thinks you're involved in (or have knowledge of) a far more serious crime, or there's some sort of fairly significant civil action underway that involves you in some manner - someone's about to sue you for something, or someone's being sued and you have some involvement in or knowledge of the issue, whatever. Those are the only 4 things that make sense.
In the last case - you're somehow involved in a civil matter - you probably have nothing to worry about regarding your grow. In any of the other 3 scenarios (all of which involve some sort of criminal matter, even if they're mistaken about whether you're involved in it), you did the right thing by cleaning house. I mean, it could be something as simple as some guy you know is being investigated for making pipe bombs, and for some reason they think you're aware of it or something - you could have absolutely no knowledge of what the other dude is up to, but if they were tapping his phone and heard you say something just a little out of context, they could still kick your door down; and if they don't find any evidence linking you to what they really thought you were involved in, you'd damned well better believe they're going to prosecute that grow to the fullest extent of the law just to justify kicking your door down.
Or, maybe one of your best friends is a major heroin vendor on the darknet. Or your girlfriend's ex could be running a meth lab, and someone who got busted with an ounce in the glove compartment told the cops, "hey, I know that so-and-so's boyfriend is making meth." You could be clean as a whistle, but how many of us know every single detail about the real-life activities of every single other person we hang with? Very rare and very unlikely, but still... when you know for a fact that you're under surveillance, why take any chance at all?
Last thing in the world I would do, though, is call the police on these guys. What would be the point? What would you gain? All you're doing is fucking with them, which I know is amusing, but the price you pay for that is that if whatever they were there for didn't have anything to do with official police business, it sure will now.
If these guys are legitimately private investigators, it's extremely unlikely they're there for anything that has to do with a criminal matter - if they're private investigators, it's almost certainly a civil matter, and not likely they're going to share any information with the police. Now, though, you've fucked with them, put them in the position of having to identify themselves to police officers and explain why they're there, and that means they're now having a conversation with the police that they probably would otherwise never have had any reason to have. That is absolutely the last thing in the world you want to have happen, but now you've gone and made sure that it does.
And, if they really are cops and are lying about being private investigators, all you're doing is upping the ante and putting them in a position where they're going to start taking it personally. Sometimes the difference between a cop who's just doing his job and a cop who's really fucking pissed at you can literally be the difference between whether you never get arrested at all, or your life is fucked forever. That's no bullshit.
I know, it's fun - years ago, I was under surveillance for a few weeks, and whenever I left the house I jumped up and down and waved at the Crown Victoria parked 2 houses down, shook my car keys at them, and pointed to my car to let them know I was leaving... tried giving 'em a couple of cokes one day, but they got pissed off, started the car, and drove away. But I made sure to stop short of actually harassing them. I knew they weren't going to get me for what I was doing at that time, but I didn't want anyone remembering me as the guy who not only got a freebie, but stuck my thumb in their eye at the same time. Police departments don't remember that, but - individual cops do. That guy out in front of your building may be on the force for many years to come.
Just leave it. Take pictures of them if you want, or sit on the curb next to their car or something, but don't get the police involved.
Oh - and good luck with whatever this turns out to be.