Perhaps, you can do this work in an event handler of the AfterContentsGrouped event. You could enumerate all grid rows in this event handler and hide the group rows with the null group values. However, a couple of tricky questions will appear.
First: how to know whether the group value in a row is null? Perhaps, you can analyze the group row text (the value of the corresponding row text cell) and check whether it ends with ":".
Second: what to do with the row level of child rows whose parents were hidden?
Perhaps, you need another visual representation of your data instead of what you are going to implement.