Is it possible to draw any regular polygon in such a way that its vertices be on the double grid, made of a rational and an irrational grid, superimposed, like in the image below?
If yes, what would be the step of the irrational grid?
(It is, evidently, possible to find such a double grid for drawing squares and equilateral triangles, as can be seen in the image below.)
Example of a double grid, rational and irrational (the step of the blue grid was taken $\sqrt 3$).

I suppose with rational and irrational grid you mean that there are a rational number $q$ and an irrational number $i$ such that for every point of the poligon, one of its coordinates is an integer multiple of either $q$ or $i$.
In this case, the answer is negative. Pick for example a square which has opposite vertices $(\sqrt{2},\sqrt{2}), (\sqrt{3},\sqrt{3})$.
Then, if this square followed what you say, $\sqrt{2}$ and $\sqrt{3}$ should be integer multiples of some irrational $i$, that is, $\sqrt{2}=ni$ and $\sqrt{3}=mi$, for some irrational $i$. However, this is impossible, because then we would have $\sqrt{3}=\frac{m}{n}\sqrt{2}$ for some integers $m,n$, which is false.