If you copy sim grid that already has fire as instance and then click make unique button fire will disappear. Input > browse button will not work. And in my case it deleted all sim aur files and sim would not simulate. I had to make a new sim
Instance of the grid does not work 
Can only do copies.
Can you instance volume grids?
Not sure to be honest. I would assume not as I thought Vray Volume Grid was based on Phoenix.. maybe wrong though 
Nope, no instancing yet indeed.