ok, I figured out I can also use the DomainDataSource to get the items.
And it works, I can get the items that are displayed by the grid, considering the filtering.
My problem is that I do a lazy loading of the grid pages, using RIA Serivces Domain Context, and when I get the grid items or datasource, I only retrieve the data that is contained in the current displayed page.
So basically I need to find a way to apply the Grid Filters to the entire DomainDataSource.