If you’re consistent in the way you use Dorico, it’s incredibly easy - go to Engraving Options and flick this setting:
The chances are you’re not, though, and neither am I. Dorico thinks of “sfz” vs. “sf” as a Project Default vs. a Local Override (switch flicked in the properties panel).
If you input your sforzando markings using the button in the right panel, or you type sforzando (the full word) into the Shift+D popover you will get whatever your Project Default is.
If you then change your Project Default, the existing sf/sfz markings will automatically update.
If, as I’m sure most of us do, you type sf or sfz into the Shift+D panel, then even if the instruction matches the current Engraving Option you will get a local override. A dynamic that is overridden will not be updated when you update Engraving Options. You can always bypass that by selecting the dynamic and doing Edit > Reset Design.
On that note, I think I’m going to update my sf shortcut so that it types sforzando!