Now, You are thinking how we will overwrite the grid.php in Magento 2. Because some module has grid.php and some has not.
Now We are adding the one massaction in Sales_order Grid at admin side which has no grid.php for order.

1. Create the file sales_order_grid.xml in the path app\code\[Vendor Name]\[Module Name]\view\adminhtml\ui_component

2. Write the following code in the file.

So first the container tag correlate to the top part of the grid using the listing_top name

Then the massaction tag matches the mass action block.

The action tag is we will defined our new action item, we need to give it a name (same as the item id in Magento 1).

The argument tag is array of argument and we can see from the xsi:type attribute.

we need add item configuration array. In this item array tag, we add three item tags:

type: which matches the action tag name and give the unique code
label: It is the text which displayed in the massaction dropdown
url: which is the URL It will be redirected to when select this item
Now Refresh the order grid and check in Massaction.