I agree in saying this is a pretty bad Idea.
What you could do is create one giant sprite with the grid pattern on it. Say your grid size is 64x64 pixels, you can easily determine which grid space your mouse cursor is on with some simple math:
grid x = floor(mouse.x/64)
grid y = floor(mouse.y/64)
just make sure the giant sprite starts at the origin of the layout.
Or, if you do want to use individual sprites, make your layout smaller, your grid squares larges and of course use only 1 grid sprite and spawn them at runtime on layout start for example.
In my playlist I have several examples of games spawning stuff at runtime: jewels, bubbles, tiles, etc. No grids, but the principal is the same.
But maybe I misunderstood your requirement of course
youtube.com/playlist