SOLVED: Has been a bug in grappelli-safe, which is the grappelli fork used for Mezzanine. Should be solved by now.
I have never used grappelli before switching to Mezzanine, so i do not know if this is standard behaviour, but i would be very surprised.
This is what happened: after installing Mezzanine everything worked fine, and Grappelli skinned my admin nicely. A few hours later i realized i could not use the column header row to sort objects by the value of that row. The row headers are only links, that reload the page. I'm pretty sure that these links should be overridden by some javascript to allow sorting, but there is no 404 or other error in retrieving the static files.
If someone could confirm that i'm really hunting a bug that would be great. I would hate to use hours for tracking something that is just normal behaviour. And if someone else knows how to fix that, or what script would be responsible for overriding the links, that would be even better.
I hate not to be more specific, but that's all i have right now... :(
Ah, one more thing:
A bit more specific at least: What i want to do is to click on "Status" to sort by the status column. But "Status" is a link to the current page, and therefore just reloads the page.
This just happened to me: It can also be caused by using django 1.4 with grappelli 2.3.8 (both current in pipi)
See this thread for details: https://groups.google.com/forum/?fromgroups#!topic/django-grappelli/