You could use WebService to return the filtered data. However, WebGrid will only accept LINQ object or ISDataTable object as the return value.

The provide client binding sample with WebService has shown how to use WebService and LINQ object.

Here is the WebService method snippet using ISDataTable, the snippet will convert DataTable object into ISDataTable :

[WebMethod]
public Object GetData(DataSourceSelectArguments selectArguments)
{
    SqlCommand retrieveComm = new SqlCommand();
    retrieveComm.Connection = new SqlConnection(ConfigurationManager.ConnectionStrings["SqlNorthwindConnectionString"].ConnectionString);
    retrieveComm.CommandText = "SELECT * FROM [Products]";

    SqlDataAdapter da = new SqlDataAdapter();
    da.SelectCommand = retrieveComm;

    DataTable dtTemp = new DataTable();
    da.Fill(dtTemp);

    ISDataTable isTable = DataTableConverter.ConvertFrom(dtTemp);
    return isTable;

    throw new InvalidOperationException("Unsupported operation type!");
}