Thank you for writing.
Currently, the ExportToExcelML does not support export of several grids to the same file. We already have a feature request for this functionality in our Public Issue Tracking System - PITS
. You can track the progress of this feature and add your vote comment for it on the following link - PITS Feature.
I hope this will help. Should you have further questions, I would be glad to help.
the Telerik team