I believe that this is impossible ... To change a control (for example, adding a child to it), you must be in the same thread that created the parent. Therefore, your child control must be created by the same thread that created the parent.
The only elements that I can remember seeing seeing created on different threads are modeless dialogs, etc., but this is possible only because modeless dialogs are new windows / forms.
Google Chrome may have each tab in a different process, but this does not mean that the actual user interface elements representing the tabs were not placed in the main user interface thread (the one that created the browser containing the window) for display.
Now, of course, you can still do the work of loading the data for your grids into a separate stream, and the Ardman links will help you there. However, when you actually bind your data to grids, you will need to do this in the user interface thread (or, more precisely, in the thread that created the control you are modifying).
Hope this helps!