We study graph expansion grammars, a type of graph grammar that has recently been introduced with motivations in natural language processing. Graph expansion generalizes the well-known hyperedge replacement. In contrast to the latter, the former is able to generate graph languages of unbounded treewidth, like the set of all graphs. In an earlier paper, the complexity of the membership problem of the generated languages was studied, the main result being a polynomial parsing algorithm for local DAG expansion grammars (there called local DAG expansion grammars), a subclass of graph expansion grammars that generates directed acyclic graphs. Here, we study the generative power of local graph expansion grammars. While they, unrestricted, are able to simulate Turing machines, we identify natural restrictions that give rise to a pumping lemma and ensure that the generated languages have regular path languages as well as a semi-linear Parikh image.