The easiest way to change the arrow icon when the GridView is grouped is to use NoXAML binaries with Implicit Themes. Then edit the ControlTemplate of the GroupHeaderRow with x:Key="GroupHeaderRowTemplate" if you are using a GroupRenderMode="Flat". Otherwise if you are using GroupRenderMode="Nested" (the default if not set), edit the GridViewGroupRow with x:Key="GridViewGroupRowTemplate". In both cases you will need to replace the Path element with x:Name="ExpanderButton" (this is the arrow), which is located in a Border element with x:Name="IconInnerBorder".
To demonstrate what I have in mind, I have prepared an example that replaces group expander icon with a plus and minus signs.
Also, I attached a sample project that demonstrates the suggested approach. Please note in the example the GroupRenderMode is set to "Flat".
I hope this helps.
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