It looks like there is a missing video segment/portion where the GridDebugObject script is created before this segment. It is confusing when you are following along and you don’t know what is in the script until 3:20. Intellisense is also not happy until SetGridObject() actually exists in that script.
All of this appears to be done from 0:30 to 1:00 in the video (just rewatched it). Perhaps the player skipped?