In the meantime I found another post which is helpful for me. During insert I store key values for inserted record. Then during preRender method I find correct row and I set GridItem.Edit = true and call RadGrid.Rebind().
It shows update dialog with my inserted values, but it looks there is still missing some initialization. I see that command "Edit" is not invoked. When I click Update button then dialog is closed, but grid is lost and nothing is updated. Command "Update" is not invoked too.
Maybe rebind method must be call later or any other initialization must be called. Do you have any idea what is wrong?