We study dynamical properties of dissipative XYZ Heisenberg lattices where anisotropic spin-spin coupling competes with local incoherent spin flip processes. In particular, we explore a region of the parameter space where dissipative magnetic phase transitions for the steady state have been recently predicted by mean-field theories and exact numerical methods. We investigate the asymptotic decay rate towards the steady state both in 1D (up to the thermodynamical limit) and in finite-size 2D lattices, showing that critical dynamics does not occur in 1D, but it can emerge in 2D. We also analyze the behavior of individual homodyne quantum trajectories, which well reveal the nature of the transition.