First of all thanks for implementing Grid checkbox selection feature. we were using it as a custom feature for quite some time with the help of events like databound, click events.
After i have seen this feature is implemented, i tried to use this as poc in my existing project but failed as this feature is not helpful in cases where i have multi level grids (one main grid & grids inside detail template). It is working fine except check all in header. When i click check all in detail grid it effects in main grid.
when I further analysed, i came to see that the all the header check all in that page is having same id (kendo guid) from the kendo default template. As a workaround i used the same template as header template explicitly. I hope this would be helpful for you.
Bug Dojo :
Workaround Dojo :