Your grid has to be a raster object, ie it has to be drawn lines. Ctrl + ' puts an auto gird on top of everything because it is not a real layer or anything, it is more similar to guides in this regard. You can also turn this on/off by clicking View - Show - Grid.
Here's what you do: make an image say 10 x 10 pixels, white background, make a new layer then use a 1 pixel pencil and draw a black line down one side of the image and across the top of the image, hide the "background layer", then click on Edit - Define Pattern and call it "10 pixel grid". Close this image and then on your dungeon make a new layer and click Edit - Fill - Pattern = use the "10 pixel grid pattern". Voila! You now have a black and clear grid that you can erase or use masks on etc.
If that grid size is too small then make some others...I use 10, 20, 25, 33, 50, 67, 75, 100, and 200. Save them all as patterns and you'll never run short and you can also use them as pattern overlays on a layer style or as a texture for a bevel.