Good luck with that defense when you get caught by a Fire Official or Dept of Buildings inspector in NYC!
I guess it's more strict in NYC vs. Illinois...I've lived in a couple apartments. When I move to a new city I do not look in the city bylaws, I count on the Lease informing me of what I can and cannot do where I am living (aside from the obvious crimes, stealing, murder, etc lol). Two apartments I've lived in clearly stated no grills of any sort. My current one says nothing about grills. So I asked since it wasn't said to be against the rules/laws and they do allow them.
If it's against the law in that city then I fully expect the landlord to have it in his lease.