First off, tomato paste is sometimes helpful but definitely not essential for making a tomato sauce; see this answer in another thread.
In my experience, grape tomatoes tend to have a pretty high ratio of internal goo around the seeds, within what is technically called the locular cavity (who knew?) This stuff has very little in the way of structure and tends to break down into a watery mess when cooked. Fortunately, switching to Roma tomatoes will help with this; they and other plum tomatoes have less of this stuff since they're intended primarily for sauce applications. Less goo equals less moisture starting off.
My first instinct to address extra juice would simply be to pour or strain it off. If you strain over a work bowl or vessel of some kind, you could easily add it back to your own preference.
You could also try dehydrating the tomatoes in a low oven first to drive off some of their moisture, then finishing them in the pan. This does of course cook them somewhat, so you'll need to back off on your saute. Alternatively, you may even find that roasting the tomatoes without any saute at all produces a similar result with a deeper flavor. You will lose some of that "fresh" flavor that you're keeping by giving the tomatoes a quick saute, but it all depends on what you're going for.