For a working horse, I personally would want them to have SOME grain but if you fed grain for your horse to gain weight, then you should probably cut it back a little when they're where you want them to be. And if your hay/grass is good quality then you could ask your vet if you should keep graining the horse or not.
Many people have the misconception that all horses need grain. The only real reason to feed grain is to help hard keepers gain or maintain weight, or for mixing in supplements. As long as your horse is a healthy weight, and gets all of his/her nutrients from hay, it is absolutely fine not to feed your horse grain, and will actually be healthier for him/her. If your horse's hay does not provide all the nutrients, you can feed a little grain mixed in with a supplement of minerals/vitamins.