Is there any way to give the Unarmed Strike that normally carries a Bludgeoning damage type a different type such as Piercing or Slashing?
I was curious because Slashing Grace or Fencer's Grace on a Dex focused Brawler might be nice included with Pummeling Style.
In that same vein any way to increase the threat range of the Unarmed Strike?
Well Dang there goes that idea.
You wouldn't be able to use either of those feats with unarmed strikes regardless. Fencing Grace only works with Rapiers, and Slashing Grace only works with 1-handed weapons, which unarmed strikes are not, regardless of the type of damage they deal.
The easiest way to get dex to damage with unarmed strikes is an Agile Amulet of Mighty Fists, which costs 4000GP.
If you'd like to use unarmed strikes with Swashbuckler class features, you can use the following:
Kata Master (Monk Archetype, 1 level dip): Lets you use unarmed strikes with Swashbuckler class features
Snake Style (Combat Style Feat): Lets you do piercing with unarmed strikes
Hamatulatsu Strike (Combat Feat): Lets you do piercing with unarmed strikes
There might be some others, but those are the ones off the top of my head.
An Agile Amulet of Mighty Fists is only 4,000 gp, and gives you dex to damage on unarmed strikes.
You can also take Snake Style, Boar Style, or Tiger Style and then add Keen to your Amulet of Mighty Fists to improve the threat range.
Boar Ferocity (the second feat in the boar style line) also gives you piercing damage as an option. Plus some nice intimidate stuff.