- Please keep track of all expenses.
- Please keep track of these expenses.
- Please keep track of two expenses.
- Please keep track of every expense.
- Please keep track of this expense.
- Please keep track of one expense.
In most cases (there are some exceptions—but not when it comes to this word), if it doesn't have an s it's singular, and if it does have an s it's plural.
In this sense, expense is always countable.
In referring to the citation you give, it's a completely different sense of expense that is an uncountable noun:
At the expense of somebody.
Even though the word is spelled identically, its meaning is different, and, in this sense, uncountable. You have to look at the context.
In order to use this sense in a countable way, you would have to count something slightly different:
Please keep track of the times it was done at somebody else's expense.
Incidentally, because this particular sense of expense is uncountable, the following makes very little sense:
✘ At the expenses of somebody.
That should not be confused with the other sense of the word that is countable:
✔ Count the expenses that belong to somebody.
This can be confusing, but it's the phrase at the expense of (or at my/your/his/her/their/our expense) that triggers this specific uncountable meaning of expense.