There should be a way to optionally filter via a Picker on a per-column basis.

This means DataGridColumn should expose an ItemDisplayBinding property.

The selected value should be bound to a new internal FilterItem property of type System.Object, that triggers a SortFilterAndPaginate() call when the property is changed.

DataGridColumn.FilteringEnabled should maybe become an enum called FilteringMode with values [ None, Entry, Picker ]