How can I change root grants for app I'v just temporary root my phone.

And here is the question: how can I change app grants for root access, if I already press allow, with "remember" checked?

And also I want to know is this screen(that appears when some app what access to root user) build-in android OS or this is third part app?
The prompt that appears is from the Superuser app, which regulates root access for other apps on your device. It is a third party app, and is not part of the Android system itself.

To modify the apps that are approved for root access, simply open Superuser from your app drawer. There is a tab which lists the currently approved apps, and tapping on an app will allow you to change its approval status or "forget" the status altogether (which will bring up the prompt the next time you run it).

There's also a setting that changes the behavior when you tap on an app in the list. You can set it to give you a prompt where you can select the approval status you want for the app (as above), you can set it to "forget" an app when you tap on it (with no prompt) or you can set it to toggle between approval states when you tap (again with no prompt).