I've hear that this request is often asked.
So there is a little piece of code to block all copy of data in a grid (for all form)
If you want to do this only on one form, you need to overwritte the method taks in the form
For my case, you need to select the method "task" on the class "SysSetupFormRun' and write this:
if (_p1 == #taskCopy)
form = this.control(this.selectedControl().containerId());
if (form && form.handle() == classNum(FormGridControl))
ret = super(_p1);
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