Thanks for the image provided.
From it I assume that you have applied NoXAML binaries. If this is the case, you need to also merge the needed theme files. Please, take a look at the Implicit Styles
topic for a detailed explanation of this topic.
As to your other questions. The built-in mechanism provided by the framework for modifying the template of a control is the one demonstrated in the previously attached sample project. I am afraid, that I cannot provide an alternative. Also, the Style defined is not applied to RadGridView, as it is an implicit one. I suggest you reviewing the Using WPF Styles
topic for more information on this matter.
I hope you find these resources helpful.
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