Draw the grid but clipped with a convenient path.
\documentclass[tikz,border=2mm]{standalone}
\begin{document}
\begin{tikzpicture}
\clip[draw] (0,-3cm) -- (3,0) -- (0,3)--(-3,0)--cycle;
\draw[step=.5, red, thin] (-3cm,-3cm) grid (3cm,3cm);
\end{tikzpicture}
\end{document}

**Update: **
From Kevin comments I understand that he wants to draw a non rotated grid over a rotated image. And the grid should also be clipped to rotated image size. Something like:

which has been done with following code:
\documentclass[tikz,border=2mm]{standalone}
\begin{document}
\begin{tikzpicture}
\node[anchor=south west, inner sep=0, rotate=23] (image) at (0,0) {\includegraphics{lion}};
\clip[draw] (image.south west) --(image.south east)--(image.north east)--(image.north west)--cycle;
\draw[white] (image.north west|-image.south west) grid (image.north east-|image.south east);
\end{tikzpicture}
\end{document}
First the external image is include as a rotated node. These node corners define the clipping path for the grid which is drawn later on.
By the way, the lion comes from Keep the frame background in minislides