You need to have your grid on that setting from the very beginning including when creating personal libraries for this to be a viable solution.
Right now your only chance is to select the smaller grid that you used sometime in the past and either connect your stuff on that grid or move everything onto the larger grid that you do intent to use. (making helping markers on the large grid can be of great help when doing the later.)
And yes the devs are aware that snap to grid is a workflow that would be best left in the past. But there has simply not been enough time (or manpower) to get around fixing this.
For the official library we guarantee that everything can be connected on 50mil grid. Most things will even be on 100 mil grid.