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For that purpose i would suggest use little mathematic.

Let say you want final image contains that grid and it's square. So width=height=X, count of images per one line Y.

Make new document with width=height=X/Y.

Copy/paste one piece of needed to be small image in it. Now go for transformation. Usually CTRL+T. Hold SHIFT and drag one corner around so it fits image without background visible. Press ENTER.

Now you can copy/paste (before that better select all canvas CTRL+A) that transformed piece to your grid project file.

Repeat as needed.

That is PS way. Smarter way is use Indesing. But that is different story.