Here's a quick trick to do the job without any changes in Grocery Crud CORE file.
Just add a call to str_replace()
before you pass the output to your print function in your controller, e.g.:
GC Theme: datatables
...
$crud->add_action('Print', '', 'admin/print_monthly_fess', 'ui-icon-print');
$output = $crud->render();
$output->output = str_replace('class="edit_button ui-button ui-widget ui-state-default ui-corner-all ui-button-text-icon-primary"', 'class="edit_button ui-button ui-widget ui-state-default ui-corner-all ui-button-text-icon-primary" target="_blank"', $output->output); //additional line
$this->_example_output('example_template.php', $output);
GC Theme: flexigrid
...
$crud->add_action('Print', base_url().'assets/grocery_crud/themes/flexigrid/css/images/print.png', 'admin/print_monthly_fess');
$output = $crud->render();
$output->output = str_replace('title="Print"', 'title="Print" target="_blank"', $output->output); //additional line
$this->_example_output('example_template.php', $output);
In my case the added action has the given class/title, but you should do a "view source" and take a look at the final output, then work out where to splice target="_blank"
Solution source: GC forum