You can get a plugin that goes into Live Composer that does exactly that. I’m using it at http://test.quarryscapes.co.uk
Ideally I’d like to have had a caption but it’s not a deal breaker. It’s a bit finicky to set up but once it’s done it’s done and you don’t have to go through it for every gallery.
This is the plugin: http://livecomposerplugin.com/downloads/gallery-images-grid/
It does not create thumbnails for the gallery, so if you use it make sure you size your full size images appropriately or they’ll take forever to load. (like mine do at present)