Learn Portuguese (Portugal): Estes são os grãos exóticos que prefiro. - These are the exotic beans that I prefer.

Feijões usually refers to culinary beans (like black or kidney beans) or the plant itself. Grão literally means "grain", but in Portuguese it is specifically used for coffee beans (grãos de café) or chickpeas (grão-de-bico). In a sentence about "exotic beans", the speaker is very likely talking about coffee.

The current lesson is about donde (de + onde). Why don't we need a prepositional relative pronoun in this sentence?

Prepositional relative pronouns (like donde, de que, or em que) are only used when the verb in the relative clause requires a preposition. The verb preferir (to prefer) is a direct transitive verb—you simply prefer something without needing a preposition. Because of this, the plain relative pronoun que is all you need to link the clauses.

Since this lesson covers complex relative pronouns, could we use os quais instead of que in this sentence?

Grammatically, yes. You could say Estes são os grãos exóticos os quais prefiro. However, que is the standard, natural choice for a basic restrictive relative clause (one that specifies exactly which beans you mean). Using os quais would sound overly formal and clunky here.

Is there a rule for why the plural of is rather than ?