<TelerikGrid Data=@GridData
             SelectionMode="@GridSelectionMode.Multiple"
             SelectedItemsChanged="@((IEnumerable<Employee> employeeList) => OnSelect(employeeList))"
             SelectedItems="@SelectedEmployees"
             OnRowClick="@OnRowClickHandler"
             Pageable="true"
             Height="400px">
    <GridColumns>
        <GridCheckboxColumn />
        <GridColumn Field=@nameof(Employee.Name) />
        <GridColumn Field=@nameof(Employee.Team) Title="Team" />
    </GridColumns>
</TelerikGrid>

@code {
    private List<Employee> GridData { get; set; }
    private Employee firstPreselected { get; set; }
    private Employee lastPreselected { get; set; }
    private IEnumerable<Employee> SelectedEmployees { get; set; } = Enumerable.Empty<Employee>();
    private int clickedRowIndex { get; set; }
    private bool ShiftHold { get; set; }

    private void OnRowClickHandler(GridRowClickEventArgs args)
    {
        var model = args.Item as Employee;
        clickedRowIndex = model.EmployeeId;

        if (args.EventArgs is MouseEventArgs keyboardEventArgs)
        {
            if (keyboardEventArgs.ShiftKey)
            {
                ShiftHold = true;
            }
            else
            {
                ShiftHold = false;
            }
        }
    }

    protected override void OnInitialized()
    {
        GridData = new List<Employee>();
        for (int i = 0; i < 15; i++)
        {
            GridData.Add(new Employee()
            {
                EmployeeId = i,
                Name = "Employee " + i.ToString(),
                Team = "Team " + i % 3
            });
        }

        SelectedEmployees = GridData.Skip(3).Take(3).ToList();
        firstPreselected = GridData.ElementAt(3);
        lastPreselected = GridData.ElementAt(5);
    }

    protected void OnSelect(IEnumerable<Employee> employees)
    {
        if (ShiftHold && firstPreselected != null)
        {
            // Determine the new first and last preselected rows
            if (lastPreselected.EmployeeId < clickedRowIndex)
            {
                lastPreselected = GridData.ElementAt(clickedRowIndex);
            }
            else if (clickedRowIndex <= firstPreselected.EmployeeId)
            {
                firstPreselected = GridData.ElementAt(clickedRowIndex);
            }

            // Update selected rows based on the new preselected range
            SelectedEmployees = GridData.Where(emp => emp.EmployeeId >= firstPreselected.EmployeeId && emp.EmployeeId <= lastPreselected.EmployeeId);
        }
        else
        {
            // If Shift key is not held or there's no previous selection, update selected employees based on your business logic
            SelectedEmployees = employees;
            firstPreselected = null;
            lastPreselected = null;
        }
    }

    public class Employee
    {
        public int EmployeeId { get; set; }
        public string Name { get; set; }
        public string Team { get; set; }
    }
}

Feel free to tailor it to your specific business requirements.