For me, it turns out that in my grid view, the columns were bound as an "asp:DynamicField", not as a "asp:BoundField"
ie
changing my columns from something like so:
<Columns>
<asp:DynamicField DataField="Id" HeaderText="Id" />
</Columns>
to this:
<Columns>
<asp:BoundField DataField="Id" HeaderText="Id" />
</Columns>
fixed it ;-)
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