Is it okay to add mention of a grant in the acknowledgements at the proof-stage when the grant started after the paper was submitted for publication?
I think you need to look deep within yourself and do some introspection about the reason why you are thinking of adding an acknowledgement.

If the reason is that you genuinely believe the work you did on the corrections to the paper was substantial enough that the grant agency truly deserves to be acknowledged for its support in making the paper come to a successful fruition -- sure, go ahead and add the acknowledgement. No need to overthink the issue.

But if on the other hand the reason is that you are essentially looking for an excuse to add an acknowledgement so that you can later list the paper in your final or periodical report to the funding agency -- perhaps due to a feeling of insecurity about your ability to produce more substantial work later on in the life of the grant for which you can add a more sincere acknowledgment -- in that case, no, sorry to disappoint but I think such an action would be borderline unethical (and in my personal opinion falling on the wrong side of the border, though not by much), and would also look quite ridiculous should anyone (e.g. the program director at the funding agency, or a panel reviewing a future grant application) later scrutinize your report about what you did for the grant.