Generator Dropping characteristics
Not all power plants participate in primary frequency control.

Nuclear power plants is a good example of such power plants which does not participate in primary frequency control (so called droop control). However, modern nuclear power plant with light water reactors technology can participate in primary frequency control with a low droop characteristic. That is because of an obvious reason, to minimize the fluctuation/change in power generation with change in frequency. 

Another example of non-participant in droop control is large scale wind/solar power plants. However, current research is trying to enable these plant with droop/governor response and now they participate, however they sacrifice MPPT, where they operate under MPPT during steady states and ramp up to MPPT when a frequency dip occurs.

In such cases, transmission system operator (TSO), distribute the required primary frequency reserve among the rest of the generators which have fast governor response, such as gas and hydro power plants.


  Do they isolate their plant by opening GTCB(Generator Transformer
  Circuit Breaker) everytime the grid frequency goes up or down ?


No that is not allowed unless it is a very extreme case. This is again for obvious reasons. The mechanical shock on the plant structure in addition to the slow response in reactors to ramp down the input thermal power.