Knight of Grace only gets +1/+0 if any player controls a black permanent, no matter how many black permanents players control.

If an effect says that a creature loses hexproof or can be targeted as though it didn't have hexproof, this applies to hexproof from black as well.

"Hexproof from [quality]" is a variant of the hexproof ability. "Hexproof from black" means "This permanent can't be the target of black spells your opponents control or abilities of black sources your opponents control."