To answer @cvgmt's comment, I would point out this image/animation works because the surface is of the form $z=a-bx^2-cy^2$$z=a-bx^2-by^2$. This implies the vertices of the tangent plane segments over squares coincide at the same height above the surface at every vertex.
Manipulate[
Show[
ListPlot3D[
Table[4 - x^2 - y^2 + 2/n^2, {x, -1, 1, 2/n}, {y, -1, 1, 2/n}],
NormalsFunction -> None, Mesh -> 2 n - 1,
MeshShading ->
Flatten[Table[{{1, 1}, {1, 1}} RGBColor[j/n, k/n, 0, 2/3], {j,
n}, {k, n}], {{1, 3}, {2, 4}}],
DataRange -> {{-1, 1}, {-1, 1}}],
Plot3D[4 - x^2 - y^2, {x, -1, 1}, {y, -1, 1},
PlotStyle -> LightBlue, Mesh -> 2 n - 1],
Plot3D[0, {x, -1, 1}, {y, -1, 1},
Mesh -> Max[n - 1, 1],
MeshShading -> Table[RGBColor[j/n, k/n, 0], {j, n}, {k, n}],
PlotStyle -> RGBColor[1/2, 1/2, 0]],
BoxRatios -> {1, 1, 3/2}, PlotRange -> {{-1, 1}, {-1, 1}, {0, 4.5}},
Lighting -> "Neutral"
],
{n, 1, 10, 1}
]