Managing LEDs with NanoDLP
I have no experience with either GRBL or DLP printers, but the

M7
M8
M9


coolant control codes should be able to be sent by NanoDLP to GRBL. Those seem to allow for direct digital output.
Apparently you can set the pin you want them to use in the cpu_map.h file, with the standard being Analog Pins 3 and 4 for the M8 and M7 commands respectively.

// Define flood and mist coolant enable output pins. 
#define COOLANT_FLOOD_DDR   DDRC 
#define COOLANT_FLOOD_PORT  PORTC 
#define COOLANT_FLOOD_BIT   3  // Uno Analog Pin 3 
#define COOLANT_MIST_DDR   DDRC 
#define COOLANT_MIST_PORT  PORTC 
#define COOLANT_MIST_BIT   4  // Uno Analog Pin 4 


Hope this helps!
Source: https://github.com/gnea/grbl