Group/Combine notes with lines?

After entering the Acciaccatura, click it and then click on the corresponding note in the Note Input toolbar... if I understand ;-)
but it seems you can not put in the palette

I think the answer is "No" to grouping lines together to create a new symbol, but you can create a sixteenth (semi-quaver) grace note with a slash by taking the existing eighth (quaver) grace note from the palette, placing it where you want it and then clicking on it and either clicking on the sixteenth (semi-quaver) note in the Note Entry toolbar or by pressing the number 3 to set its duration.

You can also create any symbol you want in a graphics package, give it a transparent background and save it as a .PNG file. Then you can drag this file onto a score and, from there, [Ctrl][Shift]-drag it to a custom palette.