Ok. Why doesn't the background of the framed legend hide the gridlines? I'm running version 11.1.1.0. Thanks.
ContourPlot[{y^2 == 2 x,
x == Sqrt[\[Pi]] y/2 Exp[y^2/4] Erf[y/2]}, {x, 0, 20}, {y, 0, 3},
GridLines -> All,
PlotLegends ->
Placed[LineLegend[{"Approximate", "Exact"}, LabelStyle -> 16,
LegendFunction -> (Framed[#,
FrameStyle -> Directive[Thickness[0]],
Background -> White] &)], {.7, .25}]]