She doesn't have to say grace, so who cares? They acted respectfully and asked permission assuming it could potentially be offensive or awkward. If I didn't want to bite the bullet and suck up for the position, my response would be "I don't mind you saying grace as long as you don't mind me not participating". I doubt there would be any problems with this especially since they asked you permission in the first place; they're cognizant of boundaries and respectful of them.
I talked about this with my friend, who is going to be a lawyer soon. He's a 3rd year law student.
He told me this is a good case and that the company would have to prove they weren't discriminating against her.