Click on the picture you don't want there. When its page opens, top right you will see "In this image:" and a tiny text link which says [add/edit]. Click on that, and it will take you down to a list of who is in the picture (or where the picture appears). Click REMOVE from image against your grandfather's name.
Scroll down a bit more and click the dark green button which says 'Save Changes to Image Details'.
Now your grandmother's picture will not appear on your grandfather's profile.
Or are you saying your grandmother's picture is appearing as your grandfather's primary photo? (the little thumbnail image top left) In which case, go to the picture's page like before, and instead, scroll down to where it says 'Set as Primary Photo', untick the relevant box, and be sure to click 'Set Primary', or it won't stay unticked.