Is it safe to block an air intake grill that seems to be causing a room to remain cold while the rest of the house is warm?

partially, less than 50%, no problems, beyond that, you will get negative results elsewhere in the house that outweigh the benefits of doing so. You would have to know the following: cfm (cubic foot per minute) requirements of the system (for example, a 3 ton system requires 1200 cfm). Next you would have to calculate what the size the opening would be (another example, 1200 cfm requires an opening that is 16" x 12"). If you block off too much return air (or supply, for that matter) you can cause serious problems on the cooling side, and potentially unsafe conditions on the heating side.