I worked on this requirement and please find the code snippet below to perform the search operation on a customized column for SOLine InventoryID field in the Sales Order screen.
Add Grid Properties with FastFilterfiles to the SegmentedMask like below
<px:PXGrid ID="grid" runat="server" DataSourceID="ds" Width="100%"
TabIndex="100" SkinID="DetailsInTab" StatusField="Availability" SyncPosition="True" Height="473px">
<Levels>
<px:PXGridLevel DataMember="Transactions">
<RowTemplate>
<px:PXLayoutRule runat="server" StartColumn="True" LabelsWidth="S" ControlSize="SM"></px:PXLayoutRule>
<px:PXSegmentMask AutoRefresh="true" CommitChanges="True" ID="edInventoryID" runat="server" DataField="InventoryID" AllowEdit="True">
<GridProperties FastFilterFields="UsrKNAMIBotonicalName"></GridProperties>
</px:PXSegmentMask>

I hope I have answered your question. Thanks !!