How to insulate brick gap behind steam radiator?
The "metal grate" you refer to appears to be a metal mesh to reinforce and support plaster trowelled onto/into it to form a finished wall.  Perhaps the plasterers missed it.

In some jurisdictions the missing plaster may be required for fire/fumes blockage.  For example:  if there is a garage on the other side of the brick wall.



One type is here: http://tianmaiwiremesh.en.made-in-china.com/product/qyPEcSAlYThr/China-Wall-Plaster-Mesh-Metal-Rib-Lath.html

In any event the simplest approach may be to trowel the plaster into the grill as intended...