Expanding on previous answer and going through the process to do this through the API:
I have done this a couple of times now. You go to the "Patch" client api interface:
https://auth0.com/docs/api/management/v2#!/Clients/patch_clients_by_id
then click the button [SET API TOKEN]
This expects the Domain and the API Token.
Follow the link to "How do I get an API Token" here:
https://auth0.com/docs/api/management/v2/tokens
follow this to create the token then head back to the "Patch" client api interface and paste in the grant types settings and apply that, you should then see all the client setting in the result with the updated grant types.