We demonstrate, for the first time, post-growth wavelength setting of electrically-injected vertical-cavity surface-emitting lasers (VCSELs) by using high-contrast gratings (HCGs) with different grating parameters. By fabricating HCGs with different duty cycle and period, the HCG reflection phase can be varied, in effect giving different optical cavity lengths for HCG-VCSELs with different grating parameters. This enables fabrication of monolithic multi-wavelength HCG-VCSEL arrays for wavelength-division multiplexing (WDM). The GaAs HCG is suspended in air by removing a sacrificial layer of InGaP. Electrically-injected 980-nm HCG-VCSELs with sub-mA threshold currents indicate high reflectivity from the GaAs HCGs. Lasing over a wavelength span of 15 nm was achieved, enabling a 4-channel WDM array with 5 nm channel spacing. A large wavelength setting span was enabled by an air-coupled cavity design and the use of only the HCG as top mirror.