It's not clear to me what you want - slashes on flagged grace notes or not? Anyway - with "Always slash flagged grace notes" turned off (un-checked) in Document Options, you can do the following: in Speedy Edit select the grace note > Speedy menu > Speedy Edit commands > Slash Grace Note turns it off or on. You can also do the same with the JW Change Plug-in: select the measure (or just the note) > Note Entries > Grace Note Slash > Slashed or No slash.

I've got the same problem.  The grace notes do not appear with a slash through them.  Why does the change in the document options not alter the document?  Does it only alter notes subsequently entered, and not retrospectively alter notes already entered?

The "slash flagged grace notes" plug-in also does NOT WORK.  Does Finale not allow multiple grace notes to be slashed?  Does it only allow single grace notes to be slashed? This is infuriating!!!!

The speedy entry function ALSO does not cause the grace note to be slashed!  What's going on?

You couldn't put these all in one post?

http://usermanuals.finalemusic.com/FinaleWin/Content/Finale/Grace_notes.htm?Highlight=grace%20notes%20slashed 

George Holloway,

Document Options - Grace Notes

has the option

Always Slash Flagged Grace Notes

In the screen shot you attached, I can not find any flagged grace note.

There are some beamed grace notes in your screen shot.

Are you trying to slash beamed grace notes?

According to my admittedly quick research, if the grace notes are beamed, they aren't slashed. A couple of examples show the first note of beamed grace notes slashed, but no more.

I couldn't get Finale to even do that. An expression might be necessary.