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Well ! I finally did it. I used a voltage level converter. RPI 5v directly to grove rgb vcc (it was the key, a collegue advised me to do it, I wouldn't have guessed), sda, scl and gnd through the voltage level converter. It works but it's not stable (yet ?). Many errors but it works... Thanks a lot for your inspiring answers.
I connected it directly (using 3.3V pin). The device is showed with sudo i2cdetect -y 1 and the backlight works.... but no way to display any character. I guess i have to use a voltage shifter. I'll keep you informed.