In SH4 there are latitude and longitude markings on the map. The U-boat Missions Add-On keeps these, but also adds the Kriegsmarine grids - right down to the 4-digit level.
In my own personal hand-written logs for SH3 I make daily radio reports with 4-digit grid references. I do this by using a small grid square sheet I printed out, and laying it against the screen grid. This gives me a close enough approximation that I can guess the precise sub-grid pretty closely.