I also could not figure out how to send the entire output of Grand VJ into an effect.
GrandVJ has two modes – synth and mixer – toggled by a toggle at the top of the window. Mixer mode gives you eight layers in which you trigger clips/sources. As I described, in mixer mode you can put the Server effect in the topmost layer and trigger clips or whatever in the layers below – the server needn’t be tied to a clip.
I couldn’t spot a way to untie effects from clips in synth mode, but mixer mode works fine.