Almax IV Series chain with Squire lock
Xena XX15 alarmed disk lock
Oxford Stormex cover
Ground anchor if possible
I would cover it every night regardless, especially if you went for something like the Oxford Stormex as you can thread the chain through that, so you're effectively locking the cover to the bike - nice extra layer of protection
If you're especially paranoid, then a second disk lock on the back would be good.
Also, if your profile age is right, then go for a full licence. Opens up WAY more choice for when you want something bigger / quicker than a Grom and means you wouldn't have to re-take the tests if you did want something bigger.