Is there a way to create a wizard inside a kendo window with postback on each step? 

Tried following this link, but wasn;t able to get : http://developer.telerik.com/featured/step-wise-forms-with-asp-net-mvc-and-kendo-ui/

Grids inside kendo tabs do not work ( no ajax calls being made to populate grids ).

Hello,

You can submit the content but then you should ensure to reopen the window. You can also consider using iframe for the window in order to load different step pages in separate context.

Regarding the grids it would be better to send us a small fully runnable sample that showcase the issue, so that we can examine it further.

Regards,
Danail Vasilev
Telerik by Progress