We analyze the linear response properties of the uniformly heated granular gas. The intensity of the stochastic driving fixes the value of the granular temperature in the nonequilibrium steady state reached by the system. Here, we investigate two specific situations. First, we look into the "direct" relaxation of the system after a single (small) jump of the driving intensity. This study is carried out by two different methods. Not only do we linearize the evolution equations around the steady state, but we also derive generalized out-of-equilibrium fluctuation-dissipation relations for the relevant response functions. Second, we investigate the behavior of the system in a more complex experiment, specifically a Kovacs-like protocol with two jumps in the driving. The emergence of an anomalous Kovacs response is explained in terms of the properties of the direct relaxation function: it is the second mode changing sign at the critical value of the inelasticity that demarcates anomalous from normal behavior. The analytical results are compared with numerical simulations of the kinetic equation, and a good agreement is found.