Would cone shapes grills in front of jet engines prevent damage in case of a bird strike?
No, that wouldn't work. 

Kinetic energy is measured using the formula $\tfrac12mv^2$ . This means that the kinetic energy of a 4.5kg goose at 170 knots is about the same as a motorcycle at 30mph. At 400 knots that goose's kinetic energy is the same as a small car at 30mph. Remember that velocity in this case is not the speed of the goose but the speed of the airplane hitting it, any grill would have to be immensely strong to survive that kind of impact, meaning it would have to be thick and heavy. This will block airflow to the engine, which is a big problem. If the heavy, hard metal screen fails it will get sucked into the engine and cause far more damage than a soft, squishy bird. 

One method for the mass production of french fries is to shoot potatoes at a mesh screen at high speed using a water cannon, when the potato hits the screen its speed forces it through, slicing the potato perfectly in a fraction of a second. A similar thing is going to happen to a bird which hits a screen in front of the engine, rather than being deflected it will simply be sliced and ingested into the engine anyway, or it could potentially be caught on the mesh of the grill and impede airflow further.