Hi Faaf,
Not sure about what you are trying to do exactly but at least by default there is not rounded rectangle ROI type in Icy but it should be quite eady to override the defaut Rectangle 2D to make it.
Also i think you can use script to build your grid, you can look at this example here :
http://icy.bioimageanalysis.org/script/ROI_GridIt's not exactly what you want but it can give you some ideas :)
Hope that helps !
Best,
- Stephane