So, I did some digging, and found more info.
This is the grave of Seath Mór Sgorfhiaclach in the Doune of Rothiemurchus. The grave has 5 stones on it, which protect the grave somehow (Scots are weird). They are also cursed: anyone who takes those stones, gets visited by the grave's protector spirit, and dies shortly after.
So, after the last time the stones were taken and returned, and the thieves died, they built a massive iron grid over the grave, to protect anyone that thinks the curse isn't real.