>So you wouldn't need to say "Grandpa was killed in the war" you'd just use the correct version of killed ?

Actually, your example is ambiguous. It could be "deda je poginuo u ratu" (died of unnatural causes of any kind), or "deda je ubijen u ratu" - was murdered. The first includes accidents (tree fell, lightning stroke), the other implies hand of another.

Also "deda je umro u ratu" (died in the war) makes no sense, as it implies a natural death, which one doesn't go into war for; "deda je umro za vreme rata" does, because it means "grandpa died during the war".