This is how I created a 4 video grid to feature four talented filmmakers and photographers on Dear Photographer. This video shows how to do it in Premiere Pro without using any plugins and have it done in less than 4 minutes
It is likely the most easy way to create a sequence by either dragging a clip to a Timeline panel or by right clicking a clip choosing "New Sequence from Clip". This is super handy and easy. However, moving forward with the post production work you find yourself adjusting your clips or other settings to match the sequence, don't you?