Attached is the solution proposed by Julia, using WebDialogBox as confirmation and calling click event handler for the confirm button in the WebDialogBox.

protected void wgTest_InitializeDataSource(object sender, ISNet.WebUI.WebGrid.DataSourceEventArgs e)
{
    NorthwindV2DataContext northwind = new NorthwindV2DataContext();

    var query = from c in northwind.Customers
                select c;

    e.DataSource = query.ToList();

}

protected void wgTest_PreInitialize(object sender, EventArgs e)
{
    NorthwindV2DataContext northwindContenxt = new NorthwindV2DataContext();
    
    // assign OnPreInitialize event in ASPX
    // defines the Object Relations
    ArrayList objectRelations = new ArrayList();
    objectRelations.Add(new WebGridObjectRelation(
            typeof(List<Customer>), "CustomerID", "Orders",
            typeof(List<Order>), "CustomerID"));

    // defines the Parent and Child Type information
    // objectTypes contains 3 object array: The parent collection type,
    // child item type, the primary keys of child collection
    // Primary keys can be string (if only 1 primary key defined),
    // or array of string for multiple primary keys scenario.
    ArrayList objectTypes = new ArrayList();
    objectTypes.Add(new object[] {
        typeof(List<Customer>), typeof(Customer), "CustomerID"});
    objectTypes.Add(new object[] {
        typeof(List<Order>), typeof(Order), "OrderID"});

    // assign the required definitions through SetObjectRelations method
    // the SetObjectRelations need to be called in new PreInitialize method
    // since it needs to be initialized in earliest phase.
    wgTest.SetObjectRelations(objectRelations, objectTypes);

}

Here is the link the the nightly build, WebInput

You could use the ISDataSource selected event handler to buffer rows count of the selecting query retrun value object. The ISDataSource selected event will be triggered before WebGrid OnAddRow and OnDeleteRow.  

Here is the snippet to buffer the rows count of Customers table:

protected void ISDataSource1_Selected(object sender, ISNet.WebUI.DataSource.ISDataSourceStatusEventArgs e)
{
    if (((DataTable)e.ReturnValue).TableName == "Customers")
    {
        rowCount = ((DataTable)e.ReturnValue).Rows.Count;
    }
}

We have a GoToPage and GoToFirstPage in the WebGrid 6 client side function in order to set the WebGrid to a certain page in a classic paging scenario. Here is the snippet if you would like to move to the first page, you could use the GoToPage or the GoToFirstPage to achieve the desired result: 

var grid = ISGetObject('WebGrid1');

grid.GotoPage(1);
grid.GotoFirstPage();