OK, I found a workaround: To work on the routing within the BGA footprint, I move my whole design slightly relative to the (0,0) origin, such that the BGA center lands on a multiple of the desired 0.4mm grid.
- Activate all layers, to make sure they are all moved.
- Set grid to 0.4mm
- Group the complete board are with the mouse.
- Type command: " move (> 0 0) (0.18 0.31)" (a relative move by 0.18 mm and 0.31mm)
- Work on BGA
- Later, move back with "move (> 0.18 0.31) (0 0)"
Awkward, but works. Which sums up that old Eagle version nicely.