Dynamically load DataGrid based on DropDownMenu selection with LoadData event

I have a DropDownMenu which allows a user to select an item that will be used as the basis for rendering a DataGrid's content. The user will select a school course from the dropdown, and the DataGrid will display all the student grades in that course. When the user selects a new course, the DataGrid re-loads the data and displays the new content OnChange.

I have this working, but the rendering takes a long time, and I want to prompt the user with a "Loading" dialog while the DataGrid renders the content. I've seen documentation on the LoadData event, but I'm wondering if it's possible to interface the LoadData event with the DropDown OnChanged event and my methods for getting the DataGrid content.

<RadzenDropDown ... TValue="string" Data=@this._allCourses @bind-Value="_selectedCourse" 
Change=@(async () => await this.GetRecordsAsync())/>

<RadzenGrid ... Data=@this._currentRecords ... >

  private string _selectedCourse;
  private List<Record> _currentRecords;
  private Modal _loadingModal = new Modal();

  private async Task GetRecordsAsync(){
    await this._loadingModal.Show();
    // database calls, etc
    this._currentRecords = // result from above
    await this._loadingModal.Hide();

I'd like to show the _loadingModal while the DataGrid is loading/rendering data when the input from the DropDown changes. Is this possible?

Edit: Clarification - I want to show _loadingModal while the component itself is rendering, not while the data is being collected/processed.

You can use IsLoading property of the DataGrid. Check this thread for reference: