Provide an option to set explicit style to the grouping panel, for example expose GroupingPanelStyle property.
Currently, the option is using an implicit style targeting the DataGridGroupingPanel
<Style TargetType="telerik:DataGridGroupingPanel">
<Setter Property="BackgroundColor" Value="Red"/>
<Setter Property="HeaderText" Value="Hello to group"/>
<Setter Property="CornerRadius" Value="10"/>
<Setter Property="BorderThickness" Value="2"/>
<Setter Property="BorderColor" Value="Blue"/>
</Style>