The Grasshopper app applies the same sort settings to your contacts that you’ve selected in your iOS settings. If you’ve recently changed this in iOS, try signing out and then back into the Grasshopper app to force an update.
You can sort the same as iOS, but the Grasshopper app doesn’t currently follow the display setting in iOS. So, contacts will always display as “First, Last”, never “Last, First”. (If that’s a setting you care about, please let us know!)