We provide nonlinear generalizations of a class of stochastic Gronwall inequalities that have been studied by von Renesse and Scheutzow (2010), Scheutzow (2013), Xie and Zhang (2020), Mehri and Scheutzow (2021) and Le and Ling (2021). This class of stochastic Gronwall inequalities is a useful tool for SDEs.Our main focus are nonlinear generalizations of the Bihari-LaSalle type. Most of our estimates are sharp, in particular, we provide sharp constants for the stochastic Gronwall inequalities. The proofs are connected to the proof of a domination inequality by Lenglart (1977) and a proof by Pratelli (1976).We apply our results to prove existence and uniqueness of global solutions of path-dependent SDEs driven by Lévy processes under a one-sided non-Lipschitz condition. Furthermore, we provide conditions for the existence of exponential moments of solutions of path-dependent SDEs driven by Brownian motion, which are similar to the conditions known for non-path-dependent SDEs.