I've got the same problem.
The resources work perfectly for the filters and other keys in the gridview. However, the DateTimeWatermarkContent (EnterDate) does not work.
My resources are initialized as following:
LocalizationManager.Manager = new LocalizationManager()
ResourceManager = GridViewResources.ResourceManager
The key is defined in GridViewResources.resx, so it's the default culture.
PS: the "GridViewFilterDoesNotContain"-key is also missing in the help article.