Azizi:

I've always understood the line to mean:
I'm not going to do anything in future which would grieve (give grief to) My Lord:

The whole song is about getting to heaven (although in a very lighthearted manner) and most Christian sects require that you not only repent past transgressions, but also intend to avoid repeating them.
I Ain't gonna grieve My Lord no more!

Nigel