This for sure is possible.
You can force a page break on your table by using CSS. You can do this by putting a single cell table in your template grid and adding the style "page-break-after: always;" to that cell. Continue building your document template inside that cell. It will always break the page after that cell has been made.
Hope that helps.
Template grids are rendered as a table, but document formats don't tend to support real page breaks within a table. So basically this is not really possible. What you could do is render multiple documents and merge them using a library like PDF merge, I think there are some examples on this forum for that.
Many thanks Dirk and Sander for pointing me in the right direction.
I kept getting an error: "Invalid property encountered on "fo:table-cell": age-break-after (See position 2:2488)".
The trick is to add the "page-break-after: always;" styling to the table within the Template Grid (Mendix 8.18.1).
Right click on the cell > Select Table and add the styling there.