iGrid.NET does not have built-in features to incorporate a radio button into its cells.
To implement this, you can use custom drawing and process mouse clicks in cells to change the radio button state, but that's not an easy task - though sure it's possible.
Maybe, the best way to have a similar functionality is to use the built-in combo box cells. They also imply that only one item can be selected, but in fact they also save a lot of space as only one item is shown in the cell.