You could try adding a hidden staccato to the grace note, but (if that is effective at all) it would likely not be on a percussive instrument like a piano or xylophone.

You make a good point, though; such an adjustment would be useful to have.

I have a couple of ideas but won't know if they're practical until I know the following: OS? Version of Finale? What sounds are you using for playback and how are you triggering them? How much reduction do you want—fixed amount or other?

J Adrian is right. There's no way to 'just do this' as presented. There may be a way to accomplish what you want once we know more.

My OS is Mojave. I’m on finale v26.
I am using Kontakt VST3 sound. But doing it for any sound would be useful.
Thank you very much.

Like Adrian, I would suggest to create an articulation. It will apply to one note, it can be hidden and it can be set to have an effect on playback volume.

This all depends on what sound you're using and what type of midi data it needs to alter volume. CC#1 Modulation, CC#11 Expression or velocity are the usual choices.

Thanks for letting us know what you’re doing.

I agree with Jeffrey. This can be handled via MIDI. This page is for 2014 (on my iPad at the moment) but there are similar pages for 26.

https://usermanuals.finalemusic.com/Finale2014Mac/Content/Finale/ID_MENU_MIDITOOLMENU.htm?Highlight=Edit%20midi%20playback