Hi
I too have a family "legend" that we were related to Grace Darling.
I did find the ancestor who had the surname Darling (i.e. Agnes Darling b: 1803 Lumsden, Berwickshire who moved to Chester-le-Street, Durham with her husband Alexander Forsyth, but that is as far as it goes.
I think everyone just wanted to jump on the "band wagon" and as you say, it is just that, a legend.
Mo