Add below code in collection of app/code/local/Atwix/ExtendedGrid/Model/Observer.php:
$collection = $observer->getOrderGridCollection();
$select = $collection->getSelect();
$select->joinLeft(array('payment' => $collection->getTable('sales/order_payment')), 'payment.parent_id=main_table.entity_id', array('payment_method' => 'method'));
$select->join(
array('address' => $collection->getTable("sales/order_address")),
'main_table.entity_id = address.parent_id AND address.address_type = "shipping"',
array('postcode')
);
$select->join('sales_flat_order_item', '`sales_flat_order_item`.order_id=`main_table`.entity_id', array('skus' => new Zend_Db_Expr('group_concat(`sales_flat_order_item`.sku SEPARATOR ", ")')));
$select->group('main_table.entity_id');
add below code in grid file in function _prepareColumns
$this->addColumn('postcode',
array(
'header' => Mage::helper('sales')->__('Postcode'),
'index' => 'postcode'
)
);