A grill looks like a miniature embossed waffle or checkerboard. The purpose was to puncture the paper fibers so that cancelation inks would penetrate the stamp fibers and prevent the reuse of the stamps. They are only found on US stamps from 1867-1870 and on a few Peru stamps of the same era. To get a feel for what they look like go to
ebay and search "grill" or
www.theswedishtiger.com to see what a grill looks like.