This is currently not supported. I added this to our defect database.
http://www.syncfusion.com/support/issues/grouping/Default.aspx?
As a work around you can try catching the CurrentRecordContextChanged event and set teh initial values there.
private void gridGroupingControl1_CurrentRecordContextChange(object sender, CurrentRecordContextChangeEventArgs e)
{
if(e.Record is GridAddNewRecord && e.Action == CurrentRecordAction.BeginEditCalled )
Console.WriteLine(e.Record.ToString());
}