A granular system is kept in a dilute phase by strongly shaking its container. The result is a non-equilibrium stationary gas where, on average, the energy injection from the shaker is balanced by dissipation during inelastic collisions. I will discuss the fate of the Fluctuation-Dissipation relation (FDR) when this stationary state is weakly perturbed, showing that the Einstein relation works only in very dilute setups and must be replaced by a more general FDR in dense (still ergodic) situations. Some tentatives of verifying the Evans-Searles or Gallavotti-Cohen Fluctuation Relations will also be reviewed.