Not all controls have a background color property so here is a quick way to add it to any control (or part of control):
- Add a Rectangle control and make it borderless from the Property Inspector
 - Set the background color to the desired one
 - Set its opacity to 25%
 - Move and resize the rectangle to overlay your other control (Data Grid in this case)
 - Group the controls together
 
figure>
  
You can also set up a border color the same way if needed.
Note: This trick can also be used to specify multiple selection, see the details here.