Use the below CSS to customize the Grid sorting icon which present in the Grid header. You can use the available Syncfusion icons based on your theme.
.e-grid .e-icon-ascending::before {
content: '\e306';
}
.e-grid .e-icon-ascending::before {
content: '\e304';
}
Use the below CSS to customize the Grid multi sorting icon which present in the Grid header. You can use the available Syncfusion icons based on your theme.
.e-grid .e-sortnumber {
background-color: #deecf9;
font-family: cursive;
}