Thanks for the options.
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Re. "You could set the AutoCreateColumns to False and only define the columns you want to see and apply specific configuration on them. We don't see the need in our design to have an equivalent to Microsoft AutoGeneratingColumn event. The binding can be done in XAML for each column.": Umm, having to turn off the entire, automatic feature A (i.e., AutoCreateColumns) such that I have to manually (i.e. in XAML) do what A would've done automatically for me just so I can emulate the lack of having feature A.1 (i.e. AutoGeneratingColumn) which would've allowed me to override (albeit in Code-Behind only vs. also XAML but only for some # of elements / ways / times <= all elements / ways / times) what A does automatically does NOT mean there is no "need" for feature A.1. Doing A manually requires me to: a) do it manually for all (vs. <= all) elements / ways / times and b) do so in XAML (vs. Code-Behind) where there is no Compile-Time Identifier and Type checking.
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Re. setting CellContentStringFormat in Code-Behind: 2.1) You didn't specify where I could to that. Like I said in my original post, I was trying to do it in the Window.Loaded Event Handler. That would not work using either my originally-posted format ("ddd MM/dd/yy hh:mm tt") or in either of the 2 you provided ("{}{0:ddd MM/ dd / yy hh:mm tt}" or "{0:ddd MM/ dd / yy hh:mm tt}"). I finally got it to work by: a) setting it in the DataGridControl.ItemsSourceChangeCompleted Event Handler and b) using a third format ("{0:ddd MM/dd/yy hh:mm tt}"). 2.1) Where is the documentation saying that I have to: a) prefix the Format String with a "0:" and b) enclose the Format String in braces vs. the Format String required by a .NET String.ToString Method's "format" Parameter. I didn't see anything describing that in the docs for the CellContentStringFormat Property (here: https://xceed.com/wp-content/documentation/xceed-datagrid-for-wpf/webframe.html#Xceed.Wpf.DataGrid~Xceed.Wpf.DataGrid.ColumnBase~CellContentStringFormat.html).
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Re. CellContentTemplate via full Code-Behind: I verified that worked also but, again, not if I set inside the Window.Loaded Event Handler. It worked when set inside the DataGridControl.ItemsSourceChangeCompleted Event Handler.
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Re. "When / how would one, in Code Behind vs. XAML, use the DisplayedValueConverter Property?": I didn't see an answer to that question (from my 5/3/17 10:32 am comment). I tried it from the DataGridControl.ItemsSourceChangeCompleted Event Handler, and it still did nothing, even though both CellContentStringFormat and CellContentTemplate methods worked from that same Event Handler and latter worked using the same IConverter I was trying to set DisplayedValueConverter to.