AntiForgeryToken is not usually used with DataGrid as data is sent to the server in the JSON format. Are you using Razor Pages? If so, check the approach demonstrated in the DataGrid - Razor Pages - The update POST or PUT methods are not called on editing the grid because Anti-Forgery cookie is not found thread.
If your scenario is different, please describe how the DataGrid is connected with the AntiForgeryToken in greater detail.
We look forward to your results.