I see, in this case a property like 'radGridView1.ShowCustomOptionInStandardFilterMenu=false;' would be helpful, which allows to control this behavior in a one-line-statement unlike the required '_ContextMenuOpening()' - event handler + special treatment for each radgridview.
I don't know, why the option causes an exception, but in fact most users don't really need it. But there are some of them who like to play around with all possible options and report the errors in case of exceptions. I've tried to investigate the error condition but it seems to be out of reach for me even in debug mode. So due to lack of time I decided to deactivate it.