I found a solution. I bit "insane", but it works.
I post it here so that it can help others.
In the function responsible for the the grid's selectable button action I redirect to itself with the grid selection as a request.var.
redirect(URL(vars={'id': ids[0]}, user_signature=True))
Then on the original page, I added this code at the bottom of the page.
{{if request.vars and request.vars.id:}}
<script><!--
window.onload = function ask_for_confirmation() {
var r = confirm("{{=T('Are you sure you want to delete this object?')}}");
if (r == true) {
window.location.href = "{{=URL('open_wo', 'delete_after_confirmation_approval_not_required', args=[
request.vars.id], user_signature=True)}}";
}
}
//--></script>
{{pass}}