Sometimes you need to setup initial column filtering, just after the grid is first time loaded. After that a user can use this pre-filtered grid or clear/change filter settings.
You can do this, using the SetInitialFilter method:
columns.Add(o => o.Customer.CompanyName)
.Titled("Company Name")
.ThenSortByDescending(o => o.OrderID)
.SetInitialFilter(GridFilterType.StartsWith, "a")