In settings - permalinks

So apparently, for category based, you can just enter: .

And then when you click save, apparently that should work. I haven't tried it though.

Alternatively, you could use a plugin.
Could try one of those two:

First, we are going to copy over your page, so all of the content that you have on this page will be on the category page of the category Work.
And then we replace the page Work menu point with the category Work menu point.
This way it will work. You can do it similarly for other categories.

Just a side note: If you have many projects and they are categorized, you might also think about using the Thumbnail Grid element that has a category filter instead of the way you set it up, but the way you set it up is fine too.

So, here we go. First, we start with copying over the page to your category by using an in-between step / workaround:

In Lay Options, enable the Templates feature.

http://katharinaernst.com.w020051e.kasserver.com/work/
Now, when you edit this page, when the Gridder shows, click copy to Templates:

Now go to Categories in WP Admin.

Click on your Work Category! Here you should see a page with a Gridder.
Here, click Templates and insert the template we just created.

Now you basically copied your Work Page to the Category Gridder.

Now comes the trick: Instead of using the page in your menu, you remove the menu point you set up there and you add the category as a menu point.