jamiro,
Here is what I'm doing that should help you out. I have in my column definition:
stype:'select', surl:''
You should be able to contruct a simple html file that has all of your items, including the 'All' option, that will be returned. Then you can have your 'editoptions' set to the values without the 'All' option. I'm not 100% this will work but I think it will.
– Tim