Finally I became a bit free of my workload and so I decided to work on this one today. I did not realize adding this feature will not require a lot of my time that I kept unnecessarily putting this request on hold thinking I will do it later when I am free, which happens today; as it is hard to concentrate on extra things when you are already working on 3 projects simultaneously.
Anyway, that feature now is part of GridSortLock class. So this means said class can now Sort, Lock and Hide/Unhide columns of the grid. Here are some images of it: