How can I remove borders (also grid lines) from individual cells?

Call

   // Apply borders to range
   SetStyleRange(range, CGXStyle( )
      .SetBorders (gxBorderTop, CGXPen( ).SetStyle(PS_NULL))
      .SetBorders (gxBorderLeft, CGXPen( ).SetStyle(PS_NULL))
      );

PS_NULL is the NULL Pen.  This will remove the specific border (and also grid line).