What you do and how you do It totally depends on your personality, your relationship with your grandmother, and if she expects you to do certain religious activities assuming you are a Christian.
Let me share with you a personal experience. It may help.
Last summer I was at my aunt’s place with seven-eight other people chatting with each other, and at some point, the evolutionary theory became the topic of discussion. I must have said something supporting the theory because by the time I was finished I could clearly see the shock in my aunt’s eyes. My aunt, in her mid-70s, thought the evolutionary theory was an atheist claim, and it was a horrible thing to be an atheist, which perhaps equated to a Satanist in her mind!
Discussing with my aunt evolution and explaining to her how it worked would not achieve anything other than causing further misunderstandings and confusion. She didn’t care about the origin of species, to begin with, and little did she want to talk about who atheism really was. So I dropped the subject altogether and changed the subject.
On the other hand, although my mother is six years older than her sister she is good at maths and science and her social intelligence is higher. Although some of her ideas are offendingly old-fashioned and conservative, my mother is still curious, and relatively open-minded. I can discuss science, religion, LGBT issues, racism, etc. with her and not feel I am talking to a brick. She may not agree with what I say but she does not expect me to think like her.
Only you can judge what kind of a person your grandmother is.
All that said, if you are just going to tell your grandmother that you are a non-Christian to make a statement and if you think it may upset her, it is better to keep your non-Christianity to yourself. After all your religion or their lack of is something private and no one else’s business.