minor_grid_lines

from bokeh.plotting import figure, show

p = figure(width=400, height=400)
p.scatter([1,2,3,4,5], [2,5,8,2,7], size=10)

# change just some things about the y-grid
p.ygrid.minor_grid_line_color = 'navy'
p.ygrid.minor_grid_line_alpha = 0.1

show(p)