It depends completely on the grains. Most specialty grains add a bit of fermentable sugar but not too much while some like patent, don't add anything but color. I think the biggest thing you're getting out of them is color, flavor and/or body.
If you're tlaking about 2-row pale malt or other staple malts, then yes they will affect the gravity if used in substantial amounts.
Once the wind has been broken, it cannot be fixed.