The wiki recommends using wxScreenDC to autosize wxGrid labels. This class is being deprecated and wx devs suggest using wxInfoDC, instead. This is a new class introduced in wx 3.3 so one might need a conditional here to handle different wx versions.
I found that the new wxInfoDC is a read-only wrapper around wxClientDC. So until you update to wx 3.3, you can simply replace wxScreenDC with wxClientDC, passing the constructor the pointer to the grid control.