For this grid in it's properties you need to assign it a classname:
Then in the project's directory in /theme/styles/sass/custom.scss select it and make your required changes:
.yourGridname{
margin: 0px;
}
and after saving your change, generate your css files by having the sass compiler watching for sass changes:
sass --watch sass:css
There is a templategrid-stylingless class which removed all padding and borders.