For reference, the trick is that building destroyers have to be on the same floor as the target building to be destroyed. A grate that is only accessible from below is impervious to building destroyers. If you dig another tile deeper, put the grate a further tile down, and make that diagonal (which "cuts the pressure", and prevents flooding further up than that point) on the river-side on the floor with the grate, you should also be able to construct a well, instead of an ordinary water source.
Also, for future embarks, you don't need a river for this. You can also tap the caverns (but would likely need a pump stack or minecart setup to get water back up to where you want it), where you would want to be doubly sure of preventing building destroyers, tap a murky pool (you can easily just drain the water into a reservoir the same size as the pool, and then have a pump pull water up a floor to a well to de-stagnate the water,) two floors below the or you can tap an aquifer, which is my preferred method of infinite water from a 100% secure source. If you don't like having two (or more) layers denied to you, embark on an "edge" embark where some of the biomes don't have aquifers, and you can just dig around the aquifer. (Aquifers are really not nearly as scary as people make them out to be. If something starts flooding, you can generally have your miner dig a drain faster than the water fills up. Not that keeping an emergency drain - with grate - to the caverns isn't a bad idea if you're starting out, though.)