Use the following code snippet:
GridViewDateTimeColumn orderDate = this.radGridView1.Columns["OrderDate"] as GridViewDateTimeColumn;
orderDate.Format = DateTimePickerFormat.Custom;
orderDate.CustomFormat = "dd-MM-yyyy";
orderDate.FormatString = "{0:dd-MM-yyyy}";
GridViewDateTimeColumn shippedDate = this.radGridView1.Columns["ShippedDate"] as GridViewDateTimeColumn;
shippedDate.Format = DateTimePickerFormat.Custom;
shippedDate.CustomFormat = "dd-MM-yyyy";
shippedDate.FormatString = "{0:dd-MM-yyyy}";
When the grid is grouped by a column with a specific format, it should be taken in consideration by the group row as well.