When you are using an instance of RadGridView to create a document, you need the UI Thread because of the UI control (RadGridView).
In case, you do not need access to UI elements, you can create the document in a different thread similar to:
RadDocument doc =
var thread =
PdfFormatProvider provider =
HtmlFormatProvider htmlProvider =
doc = htmlProvider.Import(someHtml);
buffer = provider.Export(doc);
Regarding the export itself (RadGridView.Export()), I can suggest you checking the Async Export documentation.
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