We explore the effective gravitational action for two-dimensional massive Euclidean Majorana fermions in a small mass expansion, continuing and completing the study initiated in a previous paper. We perform a detailed analysis of local zeta functions, heat kernels, and Green's functions of the Dirac operator on arbitrary Riemann surfaces. We obtain the full expansion of the effective gravitational action to all orders in $m^2$. For genus one and larger, this requires the understanding of the role of the zero-modes of the (massless) Dirac operator which is worked out. Besides the Liouville action, at order $m^0$, which only involves the background metric and the conformal factor $\sigma$, the various contributions to the effective gravitational action at higher orders in $m^2$ can be expressed in terms of integrals of the renormalized Green's function at coinciding points of the squared (massless) Dirac operator, as well as of higher Green's functions. In particular, at order $m^2$, these contributions can be re-written as a term $\int e^{2\sigma}\, \sigma$ characteristic of the Mabuchi action, much as for 2D massive scalars, as well as several other terms that are multi-local in the conformal factor $\sigma$ and involve the Green's functions of the massless Dirac operator and the renormalized Green's function, but for the background metric only.