OnExport server-side event of WebGrid will suits your requirement well. You can always change the ReportPath property and other report-specific property such as paper-type, orientation etc, in the ReportInfo object provided by the event argument in OnExport event.

Following snippet code shows how to set Margin and font.

protected void WebGrid1_Export(object sender, ISNet.WebUI.WebGrid.ExportEventArgs e)
{
    // set Font size and Font family
    e.ReportInfo.DynFonts = new DynARFonts(new Font("Tahoma", 15), null, null, null, null, null, null, null, null);
        
    // set Margin size
    e.ReportInfo.DynMargins = new Margins { Bottom = 0f, Left = 0f, Right = 0f, Top = 0f };
}

This should helps.