Not a very clean fix , but I fixed it by adding this to the end of default.aspx.vb:

Public Overrides Sub VerifyRenderingInServerForm(ByVal control As System.Web.UI.Control)
End Sub

So the end of default.aspx.vb looks like this:

#End Region

       Public Overrides Sub VerifyRenderingInServerForm(ByVal control As System.Web.UI.Control)
       End Sub
    End Class

End Namespace

Problem is that you need to do this again after every core update.

I've done all my Excel outputs by building templates in code, however I did look briefly at this Gridview.render to output.

I think if I had to do it this way in DNN, I would do something similar to how I have my Access Manager module stream full size images.  It uses a combination of 2 .ASPX pages poped-up to the client, but still able to access all authentication and DNN core classes as needed.