Latest versions contain a automatic conversion from DataGrid to DataGrid2. Since this is a piece of logic, Mendix could provide this as a tool "Convert all DataGrids to DataGrid2"
The other option is to write an modeler extension for this, a lot of work and the same as above, but may be customized for your app.
3rd option is to do this via the Model SDK.
I would prefer the first one and file an idea for Mendix.
We are currently working on a batch conversion option, which will allow you to update all instances at once (if they can be fully converted)! This feature will be scoped to modules to ensure that you don't accidentally convert content of Marketplace modules.
Note: This will be a Mendix 11 only feature