There is no property that controls this, but you can get at it from the ResizingColumns event. Check if the reason is a double click, andif so, cancel the sizing.
Private Sub GridControl1_ResizingColumns(ByVal sender As Object, ByVal e As Syncfusion.Windows.Forms.Grid.GridResizingColumnsEventArgs) Handles GridControl1.ResizingColumns
If (e.Reason = GridResizeCellsReason.DoubleClick) Then
e.Cancel = True
End If
End Sub