Assuming you are using asp.net mvc controllers to perform your AJAX create/update actions and MVC Views to render your grid you can use the following approach.
Add your AntiForgeryToken to the view using the default MVC way
@Html.AntiForgeryToken()
Append the token to the headers of the Kendo Datasource create/update transport methods.
Check that the server received a valid AntiForgeryToken using an ActionFilter that looks for the token inside an HTTP Header. React to this depending on validity/presence of Token.