short answer-> remove manually
question? are you double clicking? becuase normally you would click left mouse once, it would only set te horizontal trace.. if you right click then it will stop routing mode. and only the single line should stay.. if you double left click you set the 45 degree line bit...
a bit longer answer
set grid temporarily to something really smal 0.0001mm of 0.0001 mil (when in routing you can push (G-G) and just put in a x/y grid number (it is one number for bothx/y)
you can also play around with snapping options..
there is something called electric grid that is sometimes anoying when it is set too big.. then it will snap to electrical points a.k.a. pads. i believe default is 8mil.. jus tkeep that in any case..
for me in a practical sence i switch between grids all the time, also since grid is based upon a refenrece point, I also freaquently change my refrerence point to suit my needs. (comes down to me hating to calculate x/y coordinates..
for the second question:
place components on a grid, but don't go overboard here... depending on the components one grid or the other might be better for quick placement.
traces do not need to be on grid..
when placing polygons a bit more heavier grid makes it easier to close you polygon
when placing lines on an internal plane its the same as for polygons.. a bigger grid makes it easier..
hope this helps.