I solved this by adding my own custom formatter to the first column.
var myFormatter = function(row, cell, value, columnDef, dataContext) {
var groupings = this.getGrouping().length;
var indentation = groupings * 15 + 'px';
var spacer = '<span style="margin-left:' + indentation + '"></span>';
return spacer + value;
};
I bind the function to slickgrid's dataView so I can access the groupings.