This is what I did: I modified the attached grid view to exclude columns with "_internal_" heading from the view.
Note that this is limited to my simple grid and might not work in combination with other features, so no warranty

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You can run a diff to find my changes or just search for "_internal_" and you will get the idea.
I am hoping that they would incorporate something like this into the product.
To use it, save your gridview.php file under com_grid\layouts (I think) and place this one instead. Put "_internal_" (without quotes) as a heading of any column you don't want to show, but still want included for other reasons.