Add a handler for:
gridListControl1.Grid.PrepareViewStyleInfo += new GridPrepareViewStyleInfoEventHandler(grid_PrepareViewStyleInfo);
In the handler, have code like:
private void grid_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
e.Style.Borders.All = new GridBorder(GridBorderStyle.Standard);
e.Style.TextMargins.Left = 2;
e.Style.TextMargins.Right = 2;
e.Style.TextMargins.Top = 2;
}