As far as I can tell there have been only three pitchers with any length to their career that never allowed a grand slam home run:
Joaquin Andujar
Jim Palmer
Gary Peters
Sorry, after further research I have found a more inclusive list:
Pitcher (Home Runs Allowed) (Times with Bases Loaded)
Jim Palmer (303) (213)
Joaquin Andjuar (155) (156)
Doug Jones (86) (149)
Mike Krukow (196) (148)
Harvey Haddix (240) (147)
Paul Lindlad (112) (142)
Paul Assenmachr (73) (142)
Matt Morris (175) (132)
Gary Peters (157) (131)
Mike Boddicker (188) (125)
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