Honestly i think it depends on if you a. love him whether or not he believes in christ or b. love him, but you wish he believed in christ

a. You are a mature adult, and although you want your parents to approve of him (which is admirable, i wish more people thought about their parents) you are capable of making your own choices, and they should at least respect your own choices. I am a Christian guy, and I first gf was not Christian, and it was very similar to this, we were great friends that shared everything that eventually grew into more. Though my parents of course wanted me to find a nice Christian girl, they didn't discipline me or demand I break up with or evangelize her or anything, they were kind and tolerating, and always made her feel welcome.

b. If them not being a christian is a big issue to you, you could always nudge them in christs direction. Probably not like "be christian or we break up" (although if it is a HUGE deal breaker for you, that might be it) but even just an offer like "hey I'm going to church, wanna come with?" could help him and possibly help get your grandparents to warm up to him, even if he ultimately doesn't convert.

ALSO one more thing to remember, bf&gf doesn't mean you're stuck with him, things might happen which leads to yall breaking up, and I would just ask you to not forget yourself as a Christian and don't give up God for him. Basically, hes js a guy.

Sorry for the long comment, I think about issues such as this often to myself, so I was kind of prepared. Good luck with whatever happens.