Hello Philip,
Please excuse me for the late answer . I was trying to prepare a XAML based solution but found it heavy.
Bellow is an easier and fast way to make a column separation line:
What this code actually does is - In the RowLoaded event it sets a larger thickness to the right border of the first cell. Here it is hardcoded for the first cell but you can modify the code according to your needs.
Also please note that you may need to check the type of e.Row as the event is fired for all rows - including header row.
Hope that helps.
Sincerely yours,
Pavel Pavlov
the Telerik team