When the first columns are added, you can just double-click the grid.FontName to let it change, the right-click and ResetToDefault. All the contained controls get changed.
If you've resized the columns before setting the font, or are adding new columns or controls, it is trickier.
I wrote this little prg to help me with this, and gave it an ON KEY LABEL call.

** FixGrid()
LOCAL ji, laCols(1,1), laObj(1,1), loGrid
ASELOBJ(laObj)
IF TYPE("laObj")#"O" OR UPPER(laObj[1].BaseClass)#"GRID"
  RETURN
ENDIF
loGrid = laObj[1]
DIMENSION laCols(loGrid.ColumnCount)
FOR ji = 1 TO loGrid.ColumnCount
  laCols[ji] = loGrid.Columns(ji).Width
ENDFOR
loGrid.ResetToDefault("FontName")
loGrid.ResetToDefault("FontSize")
FOR ji = 1 TO loGrid.ColumnCount
  loGrid.Columns(ji).Width = laCols[ji]
ENDFOR

HTH