Grace notes are scaled-down notes, so the length of grace note stems is determined by your project-wide settings for the stem length of all notes.
You can change the default lengths of all stems project-wide in .
Following accepted conventions, grace notes in Dorico Pro are stem up by default in any clef, regardless of the stem direction of the note to which they apply. The stem directions of grace notes are changed automatically when there are multiple voices on a staff, but you can change the stem direction of individual grace notes manually. You can also lengthen/shorten grace note stems in the same ways as for normal stems.