Yep, the OS X grids you can add to the dock allow this - although I'm pretty sure almost noone realises it. It's low priority, but I will definitely consider it for the future.
Just checking: I cannot add Dropzone to Dock and use the grid there? I don't see a way to use Dropzone from Dock.
I think the want to navigate the grid with arrow keys is very natural. After all, you can activate Dropzone with a hotkey.