It is said that Gunas cannot be changed, but one by one by effort and grace you can move from tamas to rajas and sattva. How is this possible?

Yes. When we say you cannot change gunas, it means you cannot change somebody else’s gunas. You can’t change anyone else in the world. The only person in the world you can change is yourself and even then, at the moment whatever gunas you have will function. Whatever is your nature will function. If you are a short- tempered person, you will get angry. If you are a lazy person, you will laze. But with effort and consistent effort, you can change.