Thank you for contacting us.
We are aware of this issue and you can track its progress, subscribe for status changes and add your vote/comment to it on the following link - FIX. RadGridView - the default ContextMenu and ContextMenuStrip properties are not working.
The fix will be introduced with our next official release, scheduled for January 2016. Meanwhile, please use one of suggested workarounds from the forum post: ContextMenuStrip - Is this no longer supported.
I hope this helps. Should you have further questions please do not hesitate to write back.
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