In general themed controls are obtined by giving standard templates to controls. The themed grid is organized in columns that have standard didplay and edit modes. You can supply a custom column template but you can change the overall row template. The themed
grid is jus an example on how to to build complex controls based on the basic Mvc Controls Toolkit controls.
You can write from scratch a new Themes\Test\DataGrid.cshtml that implements a new type of grid, but this require experience with razor an .net reflection.
More simply you can use the simple
DatagridFor and furnish your custom row templates that are specific for the items you need to show in the grid. You can nest another grid into the row twmplate, but this is not adviced for performance reasons. A good tutorial on the datagrid is
this one, a tutorial on how to add data filtering capabilities is
Aniway if you need to render nested data consider using the treeview.