Finale has a button that looks as a slashed 1/8 grace-note, that works the same way the rest button works on museScore: once clicked it stays highlighted and you can choose the note duration just as you would normally and keep entering grace notes until you deselect it. The only thing that I don´t like about it is that you have to click it twice to get a non slashed grace note and that is not very intuitive.
The basic idea is that the user should not change the mode (keyboard or midi keyboard+keyboard to mouse) for as long as possible: And the software should be auto-referent, that way once you learn something, you don´t have to learn another method for doing something that looks similar.