Were your grandfather's parents Catholic or French citizens? If not, you may have problems with your research.
There is no civil registration in India per se, all registrations for foreign citizens - French, British, whereever - would have taken place through their Church (and then not Etat Civil) or through the various Embassies.
You may want to try the Oriental and India Office Collection in the British Library in
Euston London. They have the largest repository of BMDs in the world for India in general, includin g a collection of Catholic records which cover a wide range of faiths, including Catholic so you may have some luck there.
But if your grandfather's family were of a local faith - Hindu, Muslim,
Jain etc - the only records of his family would be local and may even never have been written down but passed on as part of the oral tradition of record keeping.
Perhaps if you posted a little more information about his religion etc it may help?