Hi maxim,
Well there's a way, but its a bit tricky.
What you can do is, make a NPE for filtering the data and its attributes should be anything upon which you want to filter data (e.g name).
Now put a data view around the datagrid. The source of the Dataview should be a microflow that creates the filter object. Now put a textbox object with the NPE attribute as its path. And apply an on change event to call a microflow which refreshes the dataview object.
And on the datagrid source microflow you can take the NPE object as a parameter and pass it to the retrieve activity and filter the data accordingly.
If you have any doubts then feel free to ask.
Hope it helps