Thank you for writing.
The export mechanism of RadGridView does not support exporting using templates. You can achieve this by using the printing functionality RadControls offer and redirecting the print job to a driver that will produce a pdf file rather than sending it to a real printer. I have attached an example project which demonstrates how you can customize the printing. There is also code showing how to use a pdf print driver to directly print to a file instead of showing print dialogs.
I hope this will be useful. Should you have further questions, I would be glad to help.
the Telerik team