Sorry for the delay in responding.
The diddles should playback using the marching band HP setting. You may need to make some adjustments. If I remember correctly it's a checkbox setting for note spacing on the diddles.
As far as the grace notes are concerned, you will probably need to set up a hidden layer for playback to get the grace note/diddle combination to work. This is one thing I was never able to resolve, at least quickly enough for me.
You may also need to play with the settings for the crescendo as well in HP.
Again, sorry for the delay and not not being able to provide more concrete solutions.
iMac i7, OS 10.8, 10.9, W7
VDL2.5.5, Finale 2010-14
Kontakt 4-5, various other soft synths