With the adoption of PJax on Yii2 things have change quite a bit with GridView when it comes to work with them in AJAX mode. It will probably be confusing at the beginning, but then you will soon realize how powerful the new approach is.
Yii Framework Wiki
Wiki articles tagged with "yii2"
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Drills : Search by a HAS_MANY relation in Yii 2.0
This article tries to describe the practical techniques of searching by a HAS_MANY relation using ActiveRecord of Yii 2.0.
Write & use a custom Component in Yii2.0
This is a simple example in Yii2.0 to understand how you can write a custom component and use it inside your app.(basic template)
Render Form in popup via AJAX (Create and Update) with ajax validation & Also load any page via ajax Yii 2.0 (2.3)
There are a few issues with the other solutions I originally used that I found from other wikis. I address the issues I had in this much simpler and shorter way. I am also going to explain what is going into way more detail than others to help people understand what's going on.
Displaying, Sorting and Filtering Model Relations on a GridView
One of the things you will find tricky to implement is the the sorting and filtering of a GridView's column that displays related model data.