In 2.5 there is now a new option to select per form if the standard save/cancel buttons should close the form. This way you can add a specific Close button (a standard button in 2.5) to close after saving your object.
Edit: Correction, this only lets you edit the object you initially opened the form with.
A "new" button on a datagrid has the property "batch creation". Try setting this property to
true and see if that's the behaviour you're looking for.
The best option would probably be to go with your idea of the custom save/cancel buttons. In the custom Save microflow, just close the form, then create a new object and re-open the form.
If the object you're creating is relatively simple, you could add the objects in the Datagrid itself. Set the 'Edit location' property of your New button to InlineAtBottom and set the Datagrid column property 'Editable' to true for the fields you want to add.