I have added a sort expression for the first databound column, but still get the same blank, gray grid after attempting to sort. I have a very simple grid in a prototype project that seems to work fine without sort expressions, which leads me to believe that I have done something else wrong with this grid. Here is the updated grid w/ a sort expression:
In your aspx you have not set the NeedDataSource event handler. I am not sure whether you have set the event handler in the code behind. Automatic sorting will work only with AdvanceDataBinding techniques.