gridLeaks are the glowing yellow orbs found throughout Glass. You collect them by touching them. I highly recommend collecting as many as possible as you can naturally throughout the game to reduce the time it takes collecting them all. At the end of the game, you unlock an ability in the skill tree which makes every gridLeak appear on the map, these are the only collectibles that do this. This makes mopping up the remaining ones a piece of cake.
The achievement unlocks upon collecting your final gridLeak.
And as Grimace221 points out, if you are missing a few gridLeaks which you can't find, they are most likely underground.