Unfortunately, we do not officially support the Kentico WebPart, although generally you should have no problems with that. The issues you have described is not related to the grid but to the way your web part is implemented into the CMS. However, what is the exact cause of the problem and how this web part should be implemented - I think this question should be addressed to the Kentico support team.
If you believe that the problem is in the grid control, I'd ask you to send a runnable project without the grid being embedded in the CMS, we shall debug it and get back to you with more information.
the Telerik team
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