How to make filtering work with UniGrid when populating data in code behind?

If you are populating UniGrid data in code behind as mentioned in this KB article (devnet.kentico.com/Knowledge-Base/Web-parts-Controls/Advanced-UniGrid-example.aspx), filtering will not work.
Instead of populating like:

protected void Page_Load(object sender, EventArgs e)
{
    userGrid.DataSource = CMS.SiteProvider.UserInfoProvider.GetAllUsers();
}

Please register an event handler for userGrid.OnDataReload event in SetupControl:

userGrid.OnDataReload += userGrid_OnDataReload;

And use code similar to:

DataSet userGrid_OnDataReload(string completeWhere, string currentOrder, int currentTopN, string columns, int currentOffset, int currentPageSize, ref int totalRecords)
{
    return CMS.SiteProvider.UserInfoProvider.GetUsers(completeWhere, currentOrder, currentTopN, columns);
}