Yeah, this is all done in photoshop.

I did the basic shape for the cave wall (the brown bit) on its own layer. Added a slight texture, then stroked it. Added some drop shadow and an outer glow. Then on a layer above with, only the stuff on that layer selected, just drew in the outlines of rocks by hand with my tablet. Then I coloured them in on a layer underneath, and added a bit of shading.

The grid I make by just creating a new image (with transparent background), stroking the image with black and defining it as a pattern. So if I want a 50x50px square grid, I just make a 50x50px image and stroke it.

Then I create a pattern layer on my main map using the newly defined pattern and adjust the opacity to suit.