-Nowadays, you might hear "grazie molto/grazie tanto" sometimes.
The correct form is "grazie molte/tante", because the adjective is referred to "grazie" (femminile plurale). Both "grazie + adjective" and "adjective + grazie" forms are acceptable. [es. tante grazie = grazie tante].
*"Assai" is used only as a singular expression, as a synonim of "molto". I would say "grazie assai" is incorrect in standard italian, but you might hear it in vernacular expressions of southern Italy.
-"Molto utile" and "assai utile" are both correct.