This approach seems to be quite limited and complex: if there were some page events with FindControl scattered in the page - transforming it to a such that contains RadGrid wrapper with ItemTemplate makes it very hard to re-design the page, because FindControl can be used only in some specific Item events...
Is it possible to get some generic radgrid representation (as xml, etc.) in - let's say - prerender event and pump all such representations into one dynamically created document via MS OpenXML library instead?
p.s. I've managed to solve the problem. In a couple of words: I override Page Render handler, save its markup into property, then get this property in the page's control's, UnLoad handler and use it to get all CSS properties (via external project, CssParser). After this I construct HTML page markup from styles and required grid's markup (i get it via RenderControl method). Writing everything into Response stream and voila! ;)