Can a created attribute be displayed on the Order Grid?

Yes, you can enable it in the attribute settings:

 Magento Order Attributes - Amasty

If you want to add the attributes to another grids (invoices grid, shipments grid), please check the settings in Admin Panel → System → Configuration → Order Attributes → Invoices and Shipments.

Magento Order Attributes - Amasty

See more details on Order Attributes page
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