Thank you for sharing your sample with the community. I changed the project type to a web site with a solution file and added the Northwind DB to it, so it is easier to run.
You can find your Telerik points updated as a thank you for contributing to the community resources.
As for having this functionality built-in in RadGrid, you could submit a separate feature request, so that it could get to the developement team and be considered for implementation.
the Telerik team
If you want to get updates on new releases, tips and tricks and sneak peeks at our product labs directly from the developers working on the RadControls for ASP.NET AJAX, subscribe to their blog feed