Some hyphenated words have agreement with their parts and others do not seem too. Is there a way to know when they do and don't. Example here:

Hi Ann, 

The rules concerning the agreement of hyphenated words vary and are complex so I will just deal with the two examples you quote.

In the case of grand-mère the adjective grand will often not agree when followed by a feminine noun as in grand-route, grand-chose, grand-rue etc..

But the plural is accepted as in grands-mères.

in the case of allers-retours when it is two nouns, used in apposition, normally they will both agree -

e.g.

des choux-fleurs,  des bateaux-mouches, des chefs-lieux etc...

but there are lost of exceptions and multiple combinations with , verb +complement ( des couvre-lits) , invariable noun+ noun  ( des non-lieux ) etc .when the agreement varies - 

Probably best to learn each one as they occur...