Hi Ron, we are sorry to hear that. Getting DE and other gunk back in your clean pool is frustrating.
Check out our article on Getting DE Powder in Your Pool? for some tips and other items to check. Since the grids and valve o-rings are new, your culprit may be a cracked standpipe or leaking manifold. The parts to your Pentair FNS Plus D.E. Filter are here.
Do you have a push-pull valve or multiport valve? On a multiport valve, be sure to check the spider gasket unless it was replaced with the new valve handle assembly. And be sure that your new grids are okay - it’s not impossible to get a damaged one or to have one get damaged in shipping.