Julius can change recognition grammar while running.
It is implemented in a server-client mode called "module mode".

There is a Japanese document to explain the function, and I'm now translating it to English.
Anyway, I guess you can see how it works by trying the procedures below:

1) Launch Julius in module mode, specifying at least one grammar.
     julius -C .... -module

2) Launch jcontrol in another window and connect to the running Julius.
"localhost" should point to the host where 1) is running.
    jcontrol localhost

3) When julius recognize input, it will be sent to jcontrol and output to stdout.

4) At jcontrol, type command "pause" and hit enter. Then Julius will stop recognition.
a command "resume" will re-start the recognition.

5) Prepare a grammar like "foo.dfa" and "foo.dict" on jcontrol side, and try a command
    changegram foo

The grammar "foo" will be sent to Julius via network socket and the current grammar  will be switched to the new one.

6) Multiple grammar recognition is allowed. Use "addgram foo" to add a new grammar, "deletegram foo" to delete it. Also you can temporary deactivate / re-activate an existing grammar by "deactivategram foo" and "activategram foo".