Try handling the event:
this.gridGroupingControl1.TableControlResizingColumns += new GridTableControlResizingColumnsEventHandler(gridGroupingControl1_TableControlResizingColumns);
private void gridGroupingControl1_TableControlResizingColumns(object sender, GridTableControlResizingColumnsEventArgs e)
{
if(e.Inner.Reason == GridResizeCellsReason.DoubleClick)
{
e.TableControl.Model.ColWidths.ResizeToFit(GridRangeInfo.Col(e.Inner.Columns.Right+1));
e.Inner.Cancel = true;
}
}