Open up the image you want the grid effect on.
Go to Effects >> Texture Effects >> Tiles
Make your settings like these:

Then click on ok.
Now, hold down CTRL+C (Copy), and let go.
Now, hold down CTRL+Z (Undo), and let go.
Now, hold down CTRL+L (Paste as Layer), and let go.
Go to Layers >> Properties and change the opacity. 10-20 works best.