Never - far too slippery and asking for trouble in my opinion. Also, I once saw one of the small round grates give way under a horse and trap it's foot. Fortunately it was a very sensible sort and he just stood there calmly but it was a hell of a job to extract him.
You mean cattle grates, right? Never walk a horse on them - I clearly remember a friends pony bolting when we were kids and running over one. It had to be PTS after wedging its foot between the bars and panicking.
I know a horse has bigger feet which are less likely to slip thru but its not worth the risk anyway.
No - think we are talking about drain covers which have small bars with approx 1" gap between them. They are terribly slippery. The problem is that if you walk round them, your horse gets used to avoiding them and gives them bigger ad bigger margins and eventually gets really worried about them (or at least mine did!)