Grafting a plant to a rootstock of another plant is a form of plant husbandry -- a farming technique -- but this isn't changing the DNA code of either of the plants. Sort of like you receiving a donated organ wouldn't be the same as Genetically Modifying you. When a desired trait arises in a plant this is a way to keep reproducing it without having to wait for cuttings or seeds to grow.
There are some plants such as seedless watermelon that are reliably made by crossing two seed species. You take two species of watermelon, Species 1 and Species 2. Both of these are normal -- they make seeds. When you cross them, you get seeds that grow into AB hybrids, seedless watermelons. These AB are infertile, so you have to cross A and B again each year to get more seeds to plant.
Species 2 has twice the number of chromosomes as 1. They are able to cross and make seeds that grow. But when the [1x2] plants grow and try to form seeds, those cells have an odd number of chromosomes. The process of making seeds and pollen -- meiosis -- has a step when half of the chromosomes go into one cell and half in another. Because there is an odd number, the process never finishes and you get no seeds.
to demonstrate how this doesn't work, lets look as a simple example.
Species 1 has two chromosomes [A and B]. It has two copies of each chromosome in all of its cells (one from each parent), and just one copy in its sex cells
Species 1 Normal Cells [AA BB] and sex cells [A B]
Now, Species 2 has a different set up. It has twice the chromosome number
Its normal cells are [aaaa bbbb] and its sex cells are [aa bb]
this means that when you cross pollen from one with seed from the other, you get
[aaA bbB] or [AAa BBb]
When these crosses try to make seeds, its impossible to halve the triplet chromosomes.
True GM technology is used to do things such as, in olives taking the genes that cause oil production to occur, and copying them many times. This gives you more oil production.
Or, in tomatoes -- when you pick a tomato the cells of the skin start expressing a gene that makes the skin soften and break apart. This facilitates seed dispersal. GM deletes that gene, making the fruit bruise less, reducing need for packaging and quadrupling the shelf life.
Starting with your last question: The USDA (United States Department of Agriculture) defines genetic modification as "heritable improvements [...] by genetic engineering or other more traditional methods". The EU defines GMOs as "an organism, in which the genetic material has been altered in a way that does not occur naturally" using DNA altering techniques.
These are rather legal than biological definitions. For example, the EU Court of Justice has recently ruled that organisms produced by mutagenesis are technically GMOs but do not fall under the GMO legislation.
So, let's look into how seedless fruits are produced:
This can be achieved by making a plant, that is able to grow fruits but fail to produce functional seeds due to unsuccessful meiosis. This is done for bananas and water melons by crossing a diploid with a tetraploid plant, which produces a triploid plant where chromosome pairing during meiosis is unlikely (more on this in the wiki article). For oranges this is done by growing genetic clones together. Since they cannot self-fertilize (and identical clones cannot fertilize each other), they don't develop seeds but still grow fruits.
These techniques don't require any genetic modification by targeted manipulation of the DNA. Crossing two plants with different characteristics is also done in conventional breeding, which is also not classified as GM. However, it would be possible to genetically alter plants to block seed production and produce seedless GMOs. It would probably be a legal dispute whether this change is "heritable" when there are no seeds, so classification might depend on country policies.
The problem with seedless fruits is that you need seeds in order to grow new plants. To produce new seedless water melons you always have to cross the parents again. Plants that are able to reproduce vegetatively (parts of the plant can grow new plants), can be propagated by replanting branches. For plants, where this doesn't work very well, grafting is a solution to improve the process (a well growing plant is used as a root). Vegetative propagation in any case produces genetic clones, as you have pointed out correctly. The propagation method is independent of the technique that first produced the seedless plant and does not decide the GMO or non-GMO classification.