Grub has no idea what window manager you have, all it does is point your computer to the right partition on boot. By grub do you mean the login screen?
I'm not 100% sure about removing the LXDE stuff, but somehting you can try is to log off and under where you put in the username click Session. Select Gnome, click Change Session and then something should come up asking if you want to make that the default. Select yes, login and hopefully it shouldn't bug you anymore.