Customer requirement - We are setting the PCF Grid in the Entity View which doesn’t have much property to make the modification. We need this Grid to be displayed only in certain views ( Active projects). We need the 'Filter By' option in the column header for the PCF Grid developed with same as OOB Filter Option. 

Currently, there is this enable filtering property that determines if filtering options are available to users in the grid column header dropdowns, it is ONLY available at Entity level.

https://learn.microsoft.com/en-us/power-apps/maker/model-driven-apps/the-power-apps-grid-control#configure-the-power-apps-grid-control