When we start we configure the grid and then apply the column sizes. If in the configuration I have found if I do NOT apply the GridExcelFilter then the column sizes do not grow.
grid.OptimizeFilterPerformance = true;
GridExcelFilter filter = null;
filter = new GridExcelFilter();
grid.Tag = filter;
GridExcelFilter.EnableFilteredColumnIcon = true;
filter.WireGrid(grid);