Normal grid connector expects that target table has some autogenerated ID field, but, in some cases, data needs to be loaded and saved from database table which doesn't have such autofilled ID.
Normal grid connector can be used for data loading from such tables, but won't be able to save data back. KeyGridConnector can resolve such problem (use it instead of GridConnector):
<cfset grid = createObject("component","dhtmlxConnectors.KeyGridConnector").init("#datasource#","MySQL")>
<cfset grid.render_table("mytable","name","name,address,phone")>
So, there are two differences from the normal GridConnector: