그만해. Don't do it. It's OK. 멈춰. Don't move. 정지 stop -> ex)driving your car stop a crosswalk. and go. sorry. my english skill bad.

they are similar, to learn those words by definitions is ,I think, not an efficient way. you had better be familiar with some examples in a dictionary. for examples 그만해라. 지루해서 못 들어 주겠다. (stop it. I can't bear your boring talking.) 멈춰 , 움직이면 쏜다.freeze, if you move, I will shoot you.

the first two are very similar but the third one I think is closer to 가만 두다... like stay still but 가만 also could be used to ask someone to be silent or stop whatever they are doing. so I guess they are all very similar. 정지 comes from hanja originally. I am not sure if you hear it less frequently in informal everyday conversation or not, since hanja words sometimes tend to be used more in formal speech or in news. A native would probably have a better feel for this.