It all depends on proximity to the blast.
The electromagnetic flux drops off with distance, squared.
Yes, the grid will pick up an EMF wave like a big antennae. That said, keep in mind that high voltage transients are common on the grid, it gets smoked with lightning all the time. The bits and pieces that actually transform/transmit power are up for it, in my opinion.
Really, the susceptible things are the IC's with their miniaturized transistors. Particularly mosfets. If a device like this is close enough, and has enough pusdo-antennae's coming off it (A PC with a mouse plugged in, etc), then yea, it's cooked. But, in my opinion grid-connected-ness isn't going to have much, if any, effect. (Would a large transient that is that short even make it through a transformer? I don't think so, too much magnetic reluctance and too short of a pulse.)
As far as generators go, most all small engines produced since the 80's use electronics in the magneto to create spark. Unless you're running something old, or diesel, don't be so sure it will run.
Further, the generator heads on many of these designs use a solid state voltage regulator, which contains transistors.