The Basic grid behing the character is shown, also there is a new command added \Grid{}, to insert the needed glyph inside a specific grid:
\documentclass{article}
\usepackage{xeCJK}
\usepackage{tikz}
\setCJKmainfont{KaiTi}
%
\newcommand\Grid[1]{%
\tikz[baseline=(char.base)]{%
\draw[xstep=1ex,ystep=1ex,help lines] (-1ex,-1ex) grid (1ex,1ex);
\node[inner sep=0pt] (char) at (0,0) {#1};
}%
}
%
\begin{document}
%
\Huge 明月出天山
%
\Huge 明月出天\Grid{山}
%
\end{document}
The output is as follows:

Update
If a more nested grid is needed, one could apply a new parameter to the definition of \Grid{<step>}{<glyph>}, so modifing the command as:
\newcommand\Grid[2]{%
\tikz[baseline=(char.base)]{%
\draw[xstep=#1 ex,ystep=#1 ex,help lines] (-1ex,-1ex) grid (1ex,1ex);
\node[inner sep=0pt] (char) at (0,0) {#2};
}%
}
Gives for \Grid{1}{山} and \Grid{0.5}{山}:

CJKnumberoption is invalid for latest versions ofxeCJK. It is obsolete. Usezhnumberpackage if you need CJK numbers. – Leo Liu Sep 17 '13 at 06:01