Ok, so here is some weird behavior.
If I use the Mode="OnDemand" or "Snapshot" it takes forever and highlights the first 500 parcels and adds them to the datagrid, 500 being the maximum for 9.3.1. There are upwards of 20,000 parcels so it might not be possible to use anything but "Selection Only". The 500 parcels that are hightlighted on initialization do show up in the datagrid though.
I set it back to Selection Only in XAML.
Now when I start up the map, I zoom in and select some parcels, the graphic outlines show up in the map and the feature grid is MOSTLY blank, I have Outfields="*" so it shows all the column headings and its shows the correct number of selected features, I can click in the grid and step through records, also I can zoom to the selected feature.
Only things is, no actual textual data shows up, except for in one single column out of a couple dozen. So I am clicking on rows but they are blank (except for the one column) even though they exhibit the correct behavior and number of records.