What's the best way to remove all rows for the entire grid?

Simply call

   SetRowCount(0); 

or

   RemoveRows(1, GetRowCount()); 

Note that this will generate Undo information, so you may want to sandwich the calls with:

   GetParam()->EnableUndo(FALSE);
   GetParam()->EnableUndoe(TRUE);

and/or also empty the undo buffer with

   GetParam()->EmptyUndoList();
   GetParam()->EmptyRedoList();