Figured it out...
I had to change the following in slick.grid.js,
$focusSink = $("<div tabIndex='0' hideFocus style='position:fixed;width:0;height:0;top:0;left:0;outline:0;'></div>").appendTo($container);
$headerScroller = $("<div class='slick-header ui-state-default' style='overflow:hidden;position:relative;' />").appendTo($container);
$headers = $("<div class='slick-header-columns' style='left:-1000px' />").appendTo($headerScroller);
$headers.width(getHeadersWidth());
$headerRowScroller = $("<div class='slick-headerrow ui-state-default' style='overflow:hidden;position:relative;' />").appendTo($container);
$headerRow = $("<div class='slick-headerrow-columns' />").appendTo($headerRowScroller);
$headerRowSpacer = $("<div style='display:block;height:1px;position:absolute;top:0;left:0;'></div>")
.css("width", getCanvasWidth() + scrollbarDimensions.width + "px")
.appendTo($headerRowScroller);
$topPanelScroller = $("<div class='slick-top-panel-scroller ui-state-default' style='overflow:hidden;position:relative;' />").appendTo($container);
$topPanel = $("<div class='slick-top-panel' style='width:10000px' />").appendTo($topPanelScroller);
to this...
$focusSink = $("<div tabIndex='0' hideFocus style='position:fixed;width:0;height:0;top:0;left:0;outline:0;'></div>").appendTo($container);
$topPanelScroller = $("<div class='slick-top-panel-scroller ui-state-default' style='overflow:hidden;position:relative;' />").appendTo($container);
$topPanel = $("<div class='slick-top-panel' style='width:10000px' />").appendTo($topPanelScroller);
$headerScroller = $("<div class='slick-header ui-state-default' style='overflow:hidden;position:relative;' />").appendTo($container);
$headers = $("<div class='slick-header-columns' style='left:-1000px' />").appendTo($headerScroller);
$headers.width(getHeadersWidth());
$headerRowScroller = $("<div class='slick-headerrow ui-state-default' style='overflow:hidden;position:relative;' />").appendTo($container);
$headerRow = $("<div class='slick-headerrow-columns' />").appendTo($headerRowScroller);
$headerRowSpacer = $("<div style='display:block;height:1px;position:absolute;top:0;left:0;'></div>")
.css("width", getCanvasWidth() + scrollbarDimensions.width + "px")
.appendTo($headerRowScroller);