Been battling this error for a full day for a fully programmatically created RadGrid. Looked through so many posts that concentrate on making sure the RadGrid is created at the correct point in the page lifecycle, making sure columns and groups and created in the correct order etc etc.
I was seeing the error on entering a context header menu after the grid data had been modified at least once.
The fix.... make sure the RadGrid.ID property is set!
Hope this saves somebody else a full day of head scratching!