No, this does not work from the property editor.
But you can draw lines manually also:
% Create a test diagram:
AxesH = axes;
x = linspace(0, 2*pi, 100); % Test data
plot(x, sin(x));
% The modifications start here:
GridStyle.Color = [0.2, 0.4, 0.1];
GridStyle.LineStyle = '-';
GridStyle.LineWidth = 2.5;
GridStyle.HitTest = 'off';
Child = get(AxesH, 'Children');
XTick = get(AxesH, 'XTick');
YTick = get(AxesH, 'YTick');
XLimit = get(AxesH, 'XLim');
YLimit = get(AxesH, 'YLim');
newGrid = cat(1, ...
line([XTick; XTick], YLimit, 'Parent', AxesH, GridStyle), ...
line(XLimit, [YTick; YTick], 'Parent', AxesH, GridStyle));
% New grid on top or bottom of other objects:
set(AxesH, 'Child', [newGrid; Child(:)]);
% Or: set(AxesH, 'Child', [Child(:); newGrid]);
% Disable original dashed grid:
set(AxesH, ...
'XGrid', 'off', ...
'YGrid', 'off', ...
'YTickMode', 'manual', ...
'TickLength', zeros(1, 2));
