I cannot see where you are actually applying the sort.
If your event handler
grdCustomers_Sorting is not firing then check the GridView has the property
AllowSorting=True
If your event handler is firing then it is likely to be because you have not applied the sort from e.SortExpression. Review the documentation at;
GridView.Sorting Event (System.Web.UI.WebControls)[
^]
Kind Regards