If a grid file was created from the data file that has an associated GSR2 file, you do not need to assign the same coordinate system to your grid separately. Surfer automatically copies the coordinate system definition from the data file's GSR2 file to the grid, and a GSR2 file with the same information is created for the grid file. This will be used to set the coordinate system for any maps created from the grid file.
If the GSR2 file for the grid was deleted accidentally, it can be recreated by clicking Grids | Edit | Assign Coordinate System.
Updated October 3, 2017