My-woo

Forget the default sort capability or any date / menu_order mods, they will not work as expected, beside they are hard to manage when lots of products. I switched using a professional tool for that matter is called Advanced Post Types Order, is not free ($25) but does the work just fine and i can use it for other sections of my site.

I bit late hopefully this still helps someone, here’s an article on how can be done through a custom plugin WooCommerce Sort Grouped Products, Easily manage Grouped Products

You can try instead Post Types Order Or Advanced Post Types Order in case of category sorting type.

I had the same problem which i found very frustrating, really something that should be included in the core. Fortunate i found an excellent plugin which does this job, see this post It can be used for other post types..