For grand fine dining, the Hotel Negresco's Chantecler, would be a good choice. Whether they are open on NYE I am afraid I do not know.
Other excellent choices, not necessarily for NYE, are:
La Bastide St. Antoine, Grasse
Le Moulin de Mougins, Mougins
Le Louis XV, Hotel de Paris, Monaco
Restaurant Joel Robuchon, Hotel Metropole, Monaco
Chateau de la Chevre d'Or, Eze