Hello Juno,
Yes, this might be possible. You can start with an empty grid and then employ some of the methods in the CSOM documented here to fetch data.
http://help.infragistics.com/Help/NetAdvantage/NET/2008.3/CLR3.5/html/WebGrid_Object_CSOM.html
I believe the invokeXmlHttpRequest method in particular is what you might need to invoke async AJAX updates to the grid.
You can see the documentation online and search for invokeXmlHttpRequest in the forums for sample implementations.
HTH,