I don't want my boyfriend to go out drinking. I want him to stay in and comfort me since my grandad just died.
That's understandable to want him around! Does he know how you feel?
I don't think I should have to tell him that I want to feel like my needs are important to him.
The passing of a relative can be a difficult and emotional process. You are totally right to want to have emotional support while you are grieving since partners in a relationship support each other. Talk to your boyfriend how you need his support in this moment and that he can go out drinking some other time.
Too bad. I'm still mad at him.
I understand being mad at him for wanting to go drinking instead of being there for you. Even though you are mad though, try to calmly explain to him how you're feeling. If you start out angry, it will cause him to respond the same way and things will be worse than they are now.