$an4es
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I haven't had the chance to try it myself. But if you teach a hero to gain Special Ability (SA) while playing as Demons, Elves, or Dwarves, your opponent will be "slightly" surprised. And it's not difficult to get SA for certain heroes, but I agree that sacrificing a lot of skill slots for not entirely necessary abilities is too high a price to pay just to try and get it. But if you have a mentor and a large map, I think it's worth trying.
It's simply pointless to point out the advantages of some heroes in that it's easier for them to gain SA (you yourself pointed out Grok). On a large map with a mentor, any hero is suitable for this.