Is assessing grant proposals CV-worthy?

You performed a valid service and gained valuable experience. You should definitely include this on your CV.

Mike C's answer is good. Just to add a bit to it, many universities in the U.S. at least require service as a portion of your duties. In my field, it's not unusual to see jobs described as 50% research, 40% teaching, 10% service. It's extremely important when applying for these jobs to be able to demonstrate experience in all three areas. Reviewing, whether for grants or for manuscripts, is one of the few areas where early career people have a real opportunity to get some service experience, and so you absolutely should have it on your C.V. Just don't do so much that it's significantly impacting your research!