I want the grid to be able to resize all the columns (or only certain columns) to fit their data, when the data loads, without the user having to double click the border between them.
Automatic application of the auto fitting will come with a flicker, and that's why it was declined as a feature originally. In Blazor we have a detachment between code and when exactly something is rendered. So, we have no way to trigger the resizing logic immediately after the columns content is rendered. The events that are available will cause a flicker and can cause a performance hit - both for the browser and also by raising StateChanged multiple times.
Another caveat is how would this be exposed for configuration - should it work for all columns at once, or only for certain columns (how to control for which ones), how to control which data-related events should invoke this logic (or should it happen super often on any event). Exposing such configuration is likely to lead to a property hell type of situation.
Perhaps a way to get this would be to provide API on the grid to invoke that functionality that you can call as required by your logic and UX: https://feedback.telerik.com/blazor/1513384-programmatically-invoke-fit-to-width-functionality-for-the-grid-columns.
Nevertheless, we will keep this open to monitor for feedback, what is requested, interest and how people would want it exposed. Leave your comments and preferences here.