Try printing the gridGroupingControl1.TableControl. (Make sure you are using 2.1.0.9 though.)
private void button1_Click(object sender, System.EventArgs e)
{
GridPrintDocument pd = new GridPrintDocument(this.gridGroupingControl1.TableControl, true);
PrintPreviewDialog ppv = new PrintPreviewDialog();
ppv.Document = pd;
ppv.ShowDialog();
}