the GRBL params ($[whatever]) are saved automatically in the controller’s non volatile memory whenever you type e.g. $101=40.005. They should still be there after a power cycle. Did you type “$$” to display them ?
the Config is a one time thing, you don’t need (and shouldn’t) do it after each power up. It should in fact be called “send factory settings” or something, and what it does is indeed (re)setting many GRBL parameters to predefined default values, including $100/101/102, so that’s why you see them coming back to defaults.