Thanks, Stefan. Sorry to be so late replying. Forum thread tracking is not working for me, so I did not see your post at the time. And, for reasons unrelated to this thread but to do with specific application requirements, we have decided not to implement the check boxes in the grids with GridViewCheckBoxColumn. Instead, we have developed our own unsophisticated alternative that will meet our needs.
So we have not implemented your solution in our application. However, I have looked at and ran your sample application. It does exactly what I was asking for.
Your sample provides solutions for both GridViewCheckBoxColumn and Checkbox. They both work. Our application's grids have many check boxes. We did try implementing them with Checkbox but encountered slow grid building and scrolling performance. There were no such performance problems with either GridViewCheckBoxColumn or our light-weight custom solution. I mention this not at all as a criticism of the solution sample, but just as something anyone implementing a RadGridView with many check boxes should consider.
Cheers, Simon