There are a few programs that let you insert "unplayed" grace notes so that they'll print, but are not incorporated into a midi that you make from the notation. Most of the programs I've looked at enough to consider using have some mechanism for at least printing grace notes, but quite a few of the simpler/cheaper ones don't "play" them.

Better programs let you print and playback grace notes with at least some "default" timing. There are some inexpensive programs with this ability, but I haven't kept notes on this feature for programs I've looked at. (This thread is mostly a couple of years old.)

The best programs (with respect to this feature) will let you set the value(s) for how much time the grace note gets to "steal" from the following note, usually as a percentage (25% typical) of the "time value" of the note that follows.

The same variations in program capability apply to the other embellishment markings, like turns, crans, rolls, stacato, fermata, and glis. Some programs ignore them. Some let you notate them, but ignore them in playback, and some attempt to notate and play them.

The same variations in program capability apply to dynamic markings, like crescendo, etc. In many less expensive programs, they're just text notes. Better programs attempt to play them back. The best programs let you enter you own values for the playback.

The only valid assessment of whether a program does what you want it to in this respect is to get the "trial version," or borrow some time at a friends setup, and see if it does your thing.

Grace notes are a notation shorthand, but unfortunately they mean different things to different people. "Orchestral" performers usually take about 1/4 of the time value from the following note, but there have been noted conductors who insisted that the proper value was 1/8. For some folk fiddlers, a grace note lasts until the fiddler finds the note (s)he's looking for. Usually the time is "stolen" from the following note, but in a few kinds of music it's common to take it from the preceding note. Usually the following note is accented, but in some styles of music the grace note is accented. And fiddlers have been arguing since the 1600s whether a turn is a "diddle-dee" or a "diddle-diddle" or a "diddle-diddle-dee" or a "diddle-de-diddle."

You can always use the technique that's becoming common in "intellectual" music and write out the real time values you want - without the shorthand. A quarter note is 4 sixteenth notes, so write the a "graced quarter" with the grace note as a sixteenth note, followed by a "dotted eighth."

John