Just a suggestion. I'll assume its a return air. It draws air in, including the particulate that is in the air. Either turn the furnace off or remove the grill prior to painting. It'll avoid dust bunnies sticking to the wet paint ;)

what color should i keep the grill, the accent wall color or white as other grills in the room are ?

I'm not a designer, but okay, I'll take a stab at this. If it is a accent wall then I'd blend it in