You could use the Deeplink module. Create a deeplink to display details of each object. In your domain model, add a text field to this entity to contain the deeplink. Before exporting the grid, you will need to populate the deeplink with the link name and an object id of some kind (maybe add an autonumber attribute to your entity, or create an attribute to contain a hash value. Your deeplink should look like this:
Once you’ve populated this attribute, you can place the attribute on the grid and give it a width of zero. This way, it won’t display in the web page but it will export to Excel.
Hope that helps,