You can set the rounded corner for the .NET MAUI DataGrid(SfDataGrid) by loading the DataGrid in the Border.
Define the StrokeShape as RoundRectangle with CornerRadius as 10 for the border to apply rounded corners to the DataGrid.
<ContentPage xmlns="http://schemas.microsoft.com/dotnet/2021/maui"
xmlns:x="http://schemas.microsoft.com/winfx/2009/xaml"
xmlns:local="clr-namespace:DataGridMAUI"
xmlns:syncfusion="clr-namespace:Syncfusion.Maui.DataGrid;assembly=Syncfusion.Maui.DataGrid"
x:Class="DataGridMAUI.MainPage">
<ContentPage.BindingContext>
<local:ViewModel x:Name="ViewModel"></local:ViewModel>
</ContentPage.BindingContext>
<Border Stroke="LightGray"
StrokeThickness="2"
StrokeShape="RoundRectangle 10,10,10,10" VerticalOptions="Start"
HorizontalOptions="Center">
<syncfusion:SfDataGrid x:Name="dataGrid" AutoGenerateColumnsMode="None" GridLinesVisibility="Both" HeaderGridLinesVisibility="Both" WidthRequest="300" HeightRequest="520" ItemsSource="{Binding OrderInfoCollection}" >
<syncfusion:SfDataGrid.Columns>
<syncfusion:DataGridNumericColumn MappingName="OrderID" Format="D">
</syncfusion:DataGridNumericColumn>
<syncfusion:DataGridTextColumn MappingName="Customer" HeaderText="Name"></syncfusion:DataGridTextColumn>
<syncfusion:DataGridTextColumn MappingName="Country"></syncfusion:DataGridTextColumn>
</syncfusion:SfDataGrid.Columns>
</syncfusion:SfDataGrid>
</Border>
</ContentPage>