It depends on what you want to do with the Excel data
after inserting it into OneNote.
Do you want to continue to treat the data as if it were a
table and modify the data? Then your only choice is to
paste the cells into OneNote, where they get converted
into a pseudo table that cannot have borders/grid lines.
If you want to see the Excel data and not manipulate it
further, then you can Paste Special the cells into Word
as a picture, then copy the picture from Word and then
into OneNote. You can also insert an entire Excel
document by going to Insert | Picture as File in OneNote
and the file will be inserted as a printed image into a
new page in the current section. In both of these cases
you can then add Ink annotations on top of the picture
but cannot change any of the data of the Excel file.
