Sourabh,
It''s not really straight forward to get this working and we should add properties in the GridGroupingControl to make it easier but for now I created a sample that sets ggc.TableControl.WantTabKey = false (this is also there in 3.2.1.0) and handles the ProcessDialogKey to handle the Tab key the way you need it.
The sample is here:
GridGroupingTabIndex.zip
Stefan