title: Fix Typescript error when customizing MuiDataGrid in createTheme
body: <p>I want to customize my DataGridPro table (MUI component) in the theme. However, when I MuiDataGrid to components object, I get a TS error:</p>
  <pre><code>Object literal may only specify known properties, and 'MuiDataGrid' does not exist in type 'Components'.ts(2322)
  </code></pre>
  <p>Codesandbox:
  <a href="https://codesandbox.io/s/datagriddemo-material-demo-forked-vedcm" rel="nofollow noreferrer">https://codesandbox.io/s/datagriddemo-material-demo-forked-vedcm</a></p>
  <p>How do I fix the error? I spent 2 hours looking everywhere without success.</p>