What does "up in this grill" mean?

If what was said is "their grill" or "his grill", it's a statement about confrontation. The grill in this case is one's face, as an analogy to the grille of a car.

If it really was "that grill" then we'd need more context to know what the antecedent of "that" is.

TFD has this sense of grill