You can use the TableControlcellClick event.
private void gridGroupingControl1_TableControlCellClick(object sender, GridTableControlCellClickEventArgs e)
{
GridTableCellStyleInfo style = e.TableControl.Model[e.Inner.RowIndex, e.Inner.ColIndex];
if(style.TableCellIdentity.TableCellType == GridTableCellType.ColumnHeaderCell)
{
if(style.TableCellIdentity.Column != null && style.TableCellIdentity.Column.Name == "Col1")
e.Inner.Cancel = true;
}
}