SomeModelAdmin.php

<?php

class SomeModelAdmin extends ModelAdmin {

	private static $managed_models = array(
		"MyDataObject"
	);

	public function getEditForm($id = null, $fields = null) {
		$form = parent::getEditForm($id, $fields);

		$gridField = $form->Fields()->dataFieldByName('MyDataObject');
		$gridField->getConfig()->addComponent(GridFieldOrderableRows::create('SortColumn'));

		return $form;
	}

}