Higher than linear order interpolation on irregular grids is not supported in either Grid.jl or Interpolations.jl (and since the latter is a replacement for the former, it probably never will be supported in Grid). If you have a good scheme that you'd like to see implemented, do file an issue with some pointers to relevant resources that can be used as a baseline for an implementation.
Interpolations.jl now has a superset of the functionality in Grid.jl, but is (a lot!) faster, so if you're on Julia 0.4 (Interpolations.jl is not supported on 0.3) there's no reason to use Grid.jl. // T
