Tweaking a bit the gridContextMenu function as follows achieves focusing of the ContextMenu and then refocusing the Grid when the ContextMenu is closed
function gridContextMenu(gridEl, event) {
// some other code here....
if (event.which == 3) {
if ($(event.target).closest("td").prop("class") == "rgActiveCell rgSelectedCell") {
menu.show(event);
}
}
else {
var menuX = $(cell).position().left + $(cell).width() / 2;
var menuY = $(cell).position().top + $(cell).height() / 2;
menu.showAt(menuX, menuY);
// START focus the context menu and refocus grid when hiding
var item = menu.get_items().getItem(0);
item.get_element().firstElementChild.focus()
menu.add_hidden(function () { gridEl.focus() });
// END focus the context menu and refocus grid when hiding
}
}