Yes, in a way, what modifies the head in a noun phrase shows something of the nature of the adjective. Nevertheless this idea is reduced to a finer analysis the outcome of which is the existence of several functions. In this particular case the process at work is called “adjectivisation” (universalis). Here, you have a link between “grammaire” and “expression”; the two may constitute a unit (noun phrase) that is realised by the conjunction “et”; in “I” below we assume that this is so; it’ll depend on the context whether it is or not. The other case is considered under “II“. The precise fonction (finer analysis) of this unit is not “adjective” though, but “nom utilisé comme adjectif en apposition”.

I

“Apposition” is rendered through a particular syntax (réf.).

1/ by a comma

• C’était une fille, une enfant perdue. (« une enfant perdue » est apposé à « fille »)

2/ by a colon, particularly for enumerations

• Ils lui demandaient beaucoup : faire son travail d’école, s’occuper de la maison, surveiller ses frères. (« faire son travail d’école », « s’occuper de la maison », « surveiller ses frères » sont apposés à « beaucoup »)

3/ by the use of a word called “explétif” (a word that works as a link but has not much meaning)

• la ville de Chartres – le mois de juillet (apposé à « ville », apposé à « mois »)

4/ by means of a construction where the head is simply juxtaposed to the noun or noun phrase that has the fonction of “apposition”

• le romancier Victor Hugo – le Roi Louis XIV (apposé à « romancier », apposé à « Roi »)

You recognise then that “les sessions grammaire et expression” is explained by “4/”. You can consider that “grammaire et expression” is the title or name of the sessions; it tells what sort of session is being talked about. The general ajectival point of view is clear in the equivalent formulation “les sessions grammaticales et à propos de l’expression“; here there is not an adjective corresponding to “expression” according to the needed sense: “grammaticales” (French) say what the sessions are about but “exprimables” (French) and “expressives” (French) do not; in view of this we fall back on an morphological adjectivisation of “expression” (une session à propos de l’expression). Another form of “apposition” is possible, and you achieve the same effect (same meaning): “sessions de grammaire et d’expression” (n° 3/).

• (same thing) Alors j’espère que nos auditeurs apprécieront aussi la seconde partie du spectacle: les sessions de grammaire et d’expression.

You could also use quotes, but then you tend to define formally the name of the sessions as a title or a formal name; you do so if you use upper case letters.

• (same thing) Alors j’espère que nos auditeurs apprécieront aussi la seconde partie du spectacle: les sessions « Grammaire et Expression ».

See Termium for much interesting information.

II

In “I” we assume that “grammaire et expression” is a unit; there is another possibility in which, through the context, we can deduce that there is an ellipse of “les sessions” and what we are given to understand then is really “les sessions grammaire et les sessions expression” (or, again depending on the context “la session grammaire et les sessions expression” or etc.). This, clearly, is the case when in a given session you can treat either only grammatical questions or only questions concerning expression.
There is no added difficulty in this case; the discussion is valid for each of the resulting noun phrases linked by “et”.