I repeat, what version are you using?
The sample works using the latest release, 3.2.1.0. Evidently it does not work for you so I will assume you are not using the latest release.
If you need to manually handle this because you are not using the latest release, you can try subscribing to the TableControlResizingCOlumns event.
private void gridGroupingControl1_TableControlResizingColumns(object sender, GridTableControlResizingColumnsEventArgs e)
{
if(e.Inner.Reason == GridResizeCellsReason.DoubleClick)
{
e.TableControl.Model.ColWidths.ResizeToFit(GridRangeInfo.Col(e.Inner.Columns.Left));
e.Inner.Cancel = true;
}
}