For gratings, you can go to the yarn supply section of a craft store, they have plastic sheets punched with zillions of square holes for needle point work and such.
Absolutely! However, these are usually poly plastic, a bit difficult to paint, and can droop if you use large spans and don't support them. Still, I always think of these when considering Space Hulk with 3-D terrain.
Now, if only I could find the styrene grid earring holders I had years ago. Obnoxious pink, but took paint well, and were light and sturdy enough not to bow under the plastic's weight.
Doug