Use an Arduino to "intercept" transparently serial communication to Grbl?
I finally solved my problem by buying an Arduino Due! It was a problem of speed, not of code. The Uno is just not powerfull enough to read an write to Software Serial at 115200 Bauds, or even 9600, which I tried.

The Due has absolutly no problem. I made a small code test to intercept "words" coming form "USB" To "GRBL", and it works just as expected, while GCODE is send (using Grbl-Panel on the PC) through the Due (USB) to the Uno (Grbl).

It's the very first time I solve what I thought to be a code problem by an hardware solution. 

BTW, in case anyone wonder, yes, I am using a level shifter between the 2.