When playing horde on Gridlock (or any map) you first kill a Mauler, then take its shield and find a hiding space like, for example, in the tower with the HammserBust on Gridlock.

Put a shield right where it will block out both openings, or if you are on any map find a hiding spot and put a shield there so the Maulers, Boomers, Grinders, and Butchers can't get through.

But watch out because the Drones ,Cyclones, Bloodmounts and Wretches can knock the shield down so kill them before they get to the shield!