Hello Justin,
There is a client-side event for that: https://docs.telerik.com/devtools/aspnet-ajax/controls/grid/client-side-programming/events/oncolumnhidden. You can use it to fire an AJAX request that will save the grid state: https://docs.telerik.com/devtools/aspnet-ajax/controls/ajaxmanager/client-side-programming/overview.
Regards,
Marin Bratanov
Progress Telerik
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