As per documentation, GMLive does interpret live-reloaded code, so that is going to work slower while it is enabled for the snippet.
Depending on what the actual code is, the issue is likely not so much in using a ds_grid, but in using instance variables - in GML itself, instance variable access is one of the fastest operations, but GMLive can only use variable_instance_get/set, which aren't that fast at the moment. Assigning the grid to a temporary variable might ease the issue, but it's probably not worth worrying about if you are going to prototype something and then disable GMLive for that code block.