I hope that your son was involved in the rituals surrounding his grandma's death -- religious services, attending the burial, etc. I would engage him from time to time with talk of his grandma, letting him know that you intend to keep her memory alive in the family. Don't be afraid to let him see you sad or grieving. Tell him how much she loved him and start a conversation about about some of the good times that they had together. Make sure you assure him that she knew how much he loved her.
I would also ask him to accompany you to her grave a few times, even though he may refuse your invitation. Naming his pain -- "You must be missing Grandma so much. You loved her so" -- lets him know that you are aware of what he's feeling.