Binding to properties like "a.b" should work find and the values should be resolved from the binding. If it is different at your side, may I ask you to test the same with the MS DataGrid?
As to grouping on such a property - this is not supported as a property name starting with a dot is not a valid name in .Net Framework.
Check out the new Telerik Platform - the only modular platform that combines a rich set of UI tools with powerful cloud services to develop web, hybrid and native apps. Register for the free online keynote and webinar to learn more about the Platform on Wednesday, February 12, 2014 at 11:00 a.m. ET (8:00 a.m. PT).