In DayJob we've had to block (actually block, because people didn't listen to being asked not to use it and similar tools) Grammarly because it sending text that could potentially include client data off to their servers for checking would have given us a nasty fail should a client request or conduct an audit.
As an alternative there is LanguageTool which you can install locally. We have it running on a small VM that people can configure their installs to talk to, and block the public service end-point (as sending to that would be a big no-no for us for the same reason as Grammarly). It doesn't have all the features of Grammarly so isn't a complete drop-in replacement, but the self-hosted version works as well as the free features of Grammarly.