What settings should I use so that the grid is drawn completely without headers?

You can hide headers with

   SetRowHeight(0, 0, 0);
   SetColWidth(0,0,0);
   GetParam( )->EnableTrackColWidth(FALSE);
   GetParam( )->EnableTrackRowHeight(FALSE);

then, the user cannot change column widths or row heights.

You should also disable the "Mark col header" and "Mark row header" feature:

   GetParam( )->GetProperties( )->SetMarkColHeader(FALSE);
   GetParam( )->GetProperties( )->SetMarkRowHeader(FALSE);