Hi,
The "persistence setting" values that will be saved using the Xceed DatagridControl SaveUserSettings are already listed in the table 1 of the page: http://doc.xceedsoft.com/products/XceedWpfDataGrid/Persisting_Settings.html.
To persist your custom control properties, you could consult the Application Settings Architecture topic on the online MSDN Microsoft documentation, which provides also some samples.
Is there any provision to save Font Color/Back ground color/Conditional Color or any other styles applied on the grid in near future?