Here is one quick go at something like this…
julia> grid = [Set{Int}() for x=1:5, y=1:5];
julia> data = [(x=1+4*rand(), y=1+4*rand(), n=n) for n in 1:30];
julia> insert(grid) = p -> push!(grid[trunc(Int, p.x), trunc(Int, p.y)], p.n);
julia> foreach(insert(grid), data)
julia> grid
5×5 Array{Set{Int64},2}:
Set([23]) Set([]) Set([26, 30]) Set([4, 27, 28, 15]) Set([])
Set([24, 16, 20]) Set([9, 14, 10, 6, 1]) Set([3, 17, 8]) Set([5, 21]) Set([])
Set([19, 22]) Set([7, 25]) Set([18]) Set([2, 29]) Set([])
Set([13]) Set([11, 12]) Set([]) Set([]) Set([])
Set([]) Set([]) Set([]) Set([]) Set([])