Magical Starsign is another to consider that is _close_
- Small group tactics (as in, a team of five or six)
Check -- 6 characters. Though you start with fewer and work up.
- Moving on a grid in combat (not virtual as in Bard's Tale)
This would be the point that it is a little weak on ...
Once combat starts, you are pretty much in place - but the ability to move any of your six characters from the front row to the back row (in the backrow they have better defense and their spells turn in to area effect spells with less damage but more targets).
- Fantasy setting (not tanks or cyberpunk)
Check
- Turn based, not real-time
Check.
Story is slightly more interesting than it seems at first (albeit only _slightly_ more interesting). But it is strong on the tactical aspect of it -- each of your characters is stronger or weaker depending on the orbits of the planets so you don't just do mindless actions but have to pause and think once in a while

Plus other little goodies are variable (i.e. a treasurebox in a castle may only appear during certain solar phases).
But it's nothing overly restraining or frustrating, it's just little extra stuff that if you miss you miss, if you get then it's a little boon.
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Fire Emblem DS (working title, yet to be released sometime this year) -- keep an eye out for it, it should (if they keep it a remake rather than tinkering the mechanics) be EXACTLY what you're looking for.
Small group, turn based, grid-tactical combat, fantasy setting, rpg.
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If you're willing to go with downgraded graphics and a slightly more basic stylized game, check out the earlier games of the Fire Emblem series that were on Game Boy Advance (The DS plays GameBoy Advance games, right? If I'm remembering incorrectly then ignore this)
I believe GameBoyAdvance has 3 Fire Emblem games.
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Another GameBoy Advance game (if you were willing to hit the downgraded graphics) is
Shining Force
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But back to the topic of the DS.
The only one that I know of that has _all_ that you ask for should be in the coming-this-year Fire Emblem game.
Magical Starsign (which came out last year) has most of what you want except combat is not on a grid.
There may be others, but these are the ones I know of off the top of my head.