Dan: works perfectly, thanks for sharing your code. Only one suggestion: keep your object scope to your local function and you don't need to get the grid object and column model again:

var grid = ColdFusion.Grid.getGridObject('maingrid');
var cm = grid.getColumnModel();
grid.view.colMenu.addListener("beforeshow", function(menu){
   //var grid = ColdFusion.Grid.getGridObject("maingrid");
   //var cm = grid.getColumnModel();
   var count = cm.getColumnCount();
   for(var i = 0; i < count; i++){
      if("CFGRIDROWINDEX" == cm.getDataIndex(i)) {
         menu.remove(menu.items["items"][i]);
         break;
      }
   }
},this);


The commented out lines are not needed because we keep the scope local to our current function, which already has the grid and cm variables defined as needed.

I tried this code as in comment #2 and in the post itself using CF9. It won't work at all. I need to keep a column completely hidden and setting display=no alone just won't do b/c the user can still call it up in the context menu available for any column. I'm trying to hide field Autonum in my idGrid.

function init(){
var grid = ColdFusion.Grid.getGridObject('idGrid');
var cm = grid.getColumnModel();
grid.view.colMenu.addListener("beforeshow", function(menu){
//var grid = ColdFusion.Grid.getGridObject("maingrid");
//var cm = grid.getColumnModel();
var count = cm.getColumnCount();
for(var i = 0; i < count; i++){
if("Autonum" == cm.getDataIndex(i)) {
menu.remove(menu.items["items"][i]);
break;
}
}
},this);

and at the bottom of the page, before the </body>,
<cfset ajaxOnLoad("init")>

am I missing something?