I agree that an auto-resize property for the export would be amazing.
Shinu - I have tried your suggestion and it still doesn't seem to work. The markup for the column in particular sets a width of 300px - the actual grid itself when rendered in the browser looks perfect. However, when exporting to excel, the column ends up about twice as wide as it needs to be. Excel is reporting a width of 94.57. The export seems to ignore anything I try setting it to and ALWAYS ends up giving it the same width in the final export.
When using your suggestion, I set that column (which just contains a string, as well as all the "ExpandColumn"s) to a width of 10 and that has still made no difference at all.
Am I missing something? Aside from the code snippet that you posted, is there anything else that needs to be done?
FYI - I followed this example to export my hierarchical grid and then just added in the code you posted to deal with the column width: Export Hierarchical Grid