Convert your columnlist to an array like,
<cfset colList =
ArrayToList(your_query.getColumnList())>
Then you can assign it to a gridcolumn as,
<cfloop list="#colList#" index="i">
<cfgridcolumn name="#i#" header="#i#" headeralign="left"
dataalign="left" bold="yes" italic="no" select="yes" display="yes"
headerbold="no" headeritalic="yes">
</cfloop>
HTH