You can try to get your grandparents' marriage certificate; it should have the name of the rabbi who officiated at the ceremony, if they were married in a synagogue. That could at least be a starting point to try and figure out what the religious status was for your grandmother at that time.
Alternatively, you could try and find a wedding announcement in a local newspaper for the couple, to see where they were married. You could then check to see if the synagogue still might have records from that time period.
Lak/Lok/Liak/Lock and Kalon/Kolon in Zagare/Joniskis/Gruzdziai, Lithuania
Lak/Lok/Liak/Lock in Plunge/Telsiai in Lithuania
Rabinowitz in Papile, Lithuania and Riga, Latvia
Trisinsky/Trushinsky/Sturisky and Leybman in Dotnuva, Lithuania
Olitsky in Alytus, Suwalki, Poland/Lithuania
Gutman/Goodman in Czestochowa, Poland
Lavine/Lev/Lew in Trenton, New Jersey and Lida/Vilna gub., Belarus