What to do: PI lied to me and is keeping my grant!
I believe that you need to obtain qualified and competent legal advice, not just anonymous advice from a Stack Exchange site.

However, there are some obvious things you can do:


Make sure you have meticulous records of everything you claimed, including the previous grant proposals, showing that you were the one responsible for their execution.
You really need to have some form of hard evidence that the PI promised you could keep the grant you earned.
Make sure everything you do from here on is also documented. 


But this is a tough situation, and I'm not sure what your options outside of the legal system will be. You might also want to contact the grant sponsor to see what your options are.