IMHO, for security, there are several things to consider.

Windows is one entry point, doors the other, some burglars come in through the roof and ceiling. Grill under the roof? I know that some people do that as well.

You need to secure all the points of possible entry.

Grills can be kicked in, happened to my parent's home. Unless you anchor it deep or weld it into steel bars embedded into the walls. Most people won't/don't do this. Its a house not a jail.

Another time, burglars came to my parents in broad daylight with a large lock cutter. Came in the front door.

Having a grill is a deterrent. Door grill can be sawed or pried open, happen to neighbor's place. I've seen a demo of a small saw sold in Mid Valley that the sales guy saw through several nails sideways like a hot knife through butter. Diamond blade or something.

Keep less valuables in the house, don't have a too fancy car, lesser target but also no guarantee.

Basically making it harder for them that's all. And buy some content insurance