Hi Dave,
You can loop through the records in the parent and save thier expanded and collapsed state in a hashtable with its record index as the key. Then at a later point when you refresh the data, restore the expanded and collapsed states of the parent records. Please refer the attached sample that will help you in doing this.
Here is a sample
http://websamples.syncfusion.com/samples/Grid.Windows/F62056/main.htmRegards,
Rajagopal