Thank you for contacting us!
Unfortunately, currently the red wavy underline that points to spelling errors is available only in RadRichTextBox.
A possible resolution might be to put rich text box controls in your RadGridView, however we do not recommend such an approach as RadRichTextBox is a rather complex control and multiple instances may cause performance diminishment
I suggest you also follow this PITS item
for further development as the considered control will expose such functionality and will be lighter than RadRichTextBox. However, I cannot tell if and when such a component might be implemented and added to the suite.
All the best,