Hello Rossy !
I have the feeling the rythmic value of the grace notes you have input is quarter note. And then you chose to slash them in the properties panel.
You can select them all and change the rythme value (8ths or 16ths — Marquee select and then press shift+5 or 4), they should beam together. If they still do not, with all those grace notes selected, right-click and select Beam together in the sub-menu.