Thanks for the reply, I went ahead and made the parts, once with the grid directly on the bed and again with the grid upwards.
Grid down failed on later layers because of the overhanging layers above the grid, the walls themselves did form well and were a good thickness as the machine extruded more to make up the thickness. But part was no good due to the over hanging material falling in.
The second attempt went much better, even on coarse layer height of 0.2mm (only 14 layers). The machine formed the 0.6mm walls in a single pass by squiting out more filament than usual for a 0.4mm pass. Strength wise I wasnt too bothered as I'm putting a lot of copper into the grid, the walls are just there to separate the copper and stop it rotating.