SomeModelAdmin.php

<?php

class SomeModelAdmin extends ModelAdmin {

	private static $managed_models = array(
		"MyDataObject"
	);
	
	public function getEditForm($id = null, $fields = null) {
		$form = parent::getEditForm($id, $fields);
		
		$gridField = $form->Fields()->dataFieldByName('MyDataObject');
		$dataColumns = $gridField->getConfig()->getComponentByType('GridFieldDataColumns');
		$dataColumns->setDisplayFields(array(
			'Order.Surname' => array(
				'title' => 'Customer name',
				'callback' => function($record) {
					$order = $record->Order();
					return $order->FirstName . ' ' . $order->Surname;
				}
			)
		));
		
		return $form;
	}
	
}