Hmmm, and sure - to just add to the discussion about how I go about it - 

Well, I tend to use notated sheet as a guideline only, and not cast-in-stone ( and OK, I'm talking fiddle, folk, pop, contemporary music, not classical - but I guess my feelings about this would be much the same for classical)

Also, because of the type of tunes I play, most of them I already know, and have ideas in my mind about how they might sound with ornamentation...  you all do it when you hum, or whistle a tune - you just know you want a little trill, a roll, or a slide, or whatever.....

Stay with me on this .... LOL

What I've found is that, even as I say, with pieces I know (the melody of, not necessarily able to play yet) - I'll ignore all these little grace notes (if I happen to have sheet for it, or equally, if I just "feel it needs it" in my mind) and get the basic tune/melody nailed-to-the-floor - to the point where I can play it blind-fold and effectively "without-thinking"

What I then find is that it is - well let's say - "relatively easy" to add these little excursions (like one or half note - depending on what's being played and what key and mode etc - notes ) followed by the note one or one-half step below and landing on the intended, scored note ( or even doing it twice )

I guess that makes little sense to anyone....  No matter - I have read, and read, and read, descriptions of this, and they probably are better than what I've written, but are just as difficult to understand !!!!

The only one thing I can definitely say is ( for me, here and now ) in almost all cases of using grace notes ( yeahhh, ALMOST all ) I have no bow direction change and the sound is generally a quick slur between notes - wellllll - ok - maybe I add bow weight - it depends what you want and just how here and now, you want ( or not ) to accentuate the return to the primary note.....

Hmmmm - yeah well - that probably just did not help at all....  No matter, I tried