Don`t forget to use DataGrid.Columns, all columns must be inside that collection.
In my project I format date a little bit differently:
<tk:DataGrid>
<tk:DataGrid.Columns>
<tk:DataGridTextColumn Binding="{Binding StartDate, StringFormat=\{0:dd.MM.yy HH:mm:ss\}}" />
</tk:DataGrid.Columns>
</tk:DataGrid>
With AutoGenerateColumns you won`t be able to contol formatting as DataGird will add its own columns.