$grid = new GridField(
    'ExampleGrid',
    'Example Grid',
    $this->Items(),
    $gfConfig = GridFieldConfig::create()
        ->addComponent(new GridFieldToolbarHeader())
        ->addComponent(new GridFieldTitleHeader())
        ->addComponent(new GridFieldEditableColumns())
        ->addComponent(new GridFieldOrderableRows())
        ->addComponent(new GridFieldFooter())
);
// add Groupable (example from BlockEnhancements module)
$gfConfig->addComponent(new GridFieldGroupable(
        'BlockArea',    // The fieldname to set the Group
        'Area',   // A description of the function of the group
        'none',         // A title/header for items without a group/unassigned
        array(          // List of available values for the Group field
            'BeforeContent' => 'Before Content',
            'AfterContent' => 'Before Content',
        )
    ));