This is what I would do. It would be helpful if you had a .capx, but I can try to explain without it.
1. Set the cursor style to none.
2. Create a sprite to act as your cursor.
3. Make a Every Tick Command, and set the sprite to this X/Y Coordinates:
X: round((Mouse.X - 16) / 32) * 32 + 16
Y: round((Mouse.Y - 16) / 32) * 32 + 16
I hope this helps.