4 weeks ago I got my palatal expander put on. In the past few days, I've started to grind my teeth at night. Why is this?

No More Status Quo. The muscles that control your bite have been interrupted by placing the teeth in a new position. You are trying to grind down the new interferences to get back to the original position. To help during the transition a temporary night or day guard can be used so you can grind on the appliance and not damage the teeth or cause muscle pain. This is a normal reaction to a new position.
Teeth shifting. This may be the effects of your teeth shifting , the slightest movement of your teeth can create pressure on contacts and your bite seem a bit off. This is a slow process, but usually will correct itself as the palate moves. If the noticeable grinding does not correct itself after the braces are complete you may be in need of a night guard.