If f:$\mathbb{R}^n \to \mathbb{R}$ is a smooth function and $x_0$ is a regular point, we know there is a diffeomorphism $\phi:U \to \phi(U)\subset \mathbb{R}^n$, with $x_0 \in \phi(U)$ such that
$$f(\phi(x)) = x_n, \quad \text{for } x=(x_1,\ldots,x_n) \in U.$$
Using Riemannian Geometry notation, can we say that that the coordinate frame induced by the local chart $(U,\phi)$ satisfies $\partial_n = \text{grad} f$? It seems to me that this should be the case, since the composition with $\phi$ depends only on the last variable.
I assumed that you use Euclidean metric $g=(\delta_{ij})$ in $\mathbb{R}^n$, so gradient $\text{grad }f$ in standard coordinate $(x^1,\dots,x^n)$ is the vector field $$ \text{grad }f = \sum_{i=1}^n \frac{\partial f}{\partial x^i} \frac{\partial}{\partial x^i}. $$ First of all if we denote $(\widetilde{x}^1,\dots,\widetilde{x}^n)$ as any coordinate system other than the standard coordinate, then the vector field $$ \sum_{i=1}^n \frac{\partial f}{\partial \widetilde{x}^i} \frac{\partial}{\partial \widetilde{x}^i}, $$ is (in general) not the same as the gradient $\text{grad }f$ above since $\text{grad }f$ should transform as $$ \text{grad }f = \sum_{i,j=1}^n \widetilde{g}^{ij} \frac{\partial f}{\partial \widetilde{x}^i} \frac{\partial }{\partial \widetilde{x}^j}. $$
The short answer is that the claim is generally false because of above misinterpretation. The following example will illustrate this.