Uicomponent

When extending ui_component via custom module app/code/vendor/module/view/{area}/ui_component/sales_order_grid.xml as for example adding new column to sales order grid.

Make sure that Your module will depend on Core Magento in this example Magento_Sales because if your module loads before it then, you might face problems like certain fields missing from the grid. etc.

Adding dependecy solves the problem

// app/code/EdmondsCommerce/PickNote/etc/module.xml
<?xml version="1.0" ?>
<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:Module/etc/module.xsd">
    <module name="EdmondsCommerce_PickNote" setup_version="1.0.0">
        <sequence>
            <module name="Magento_Sales"/>
        </sequence>
    </module>
</config>

Good reads

Module load order is very important. https://elogic.co/blog/create-magento-2-ui-grid-part-1/