That grinding sound is skipping steps. There aren’t any gears skipping, it is just which magnets are lining up. I would not worry about the motors, but I wouldn’t want some other part to crack.
If the board is powered off, then it can create current (and a resulting voltage). As long as the voltage doesn’t go greater than the max input voltage, it is probably fine. I would look at the board lights or the lcd screen. If the lights are coming on, don’t go any faster.
After a job I will jog the machine down low (within an inch of the table) before unplugging it. Then it will drop completely. If it needs a little help, I will reach underneath and turn the leadscrew.
Before engaging the motors, I line the machine up to make it square. First by making sure each side is up against my hard stops. Then I give each leadscrew a 1/4 turn to lift the gantry and let it fall back down. That seems to work well for me. It settles down just touching. Then I jog the machine from the controls from then on.