A new technique is presented for high pressure gaseous radiation detectors leading to pulse amplitudes about one order of magnitude larger than ionization chamber based gamma ray detectors. The technique uses room temperature Xe based gaseous mixtures at pressures of about 5 to 20 atm (or higher) to detect ionizing radiation in a multigrid high pressure gas proportional scintillation counter (MGHP-GPSC) with a CsI deposit as the photocathode and no optical windows. The detector relies on secondary scintillation for the charge amplification stage rather than on charge avalanche multiplication as in proportional counters. Experimental results are presented for a small prototype filled with pure Xe up to 5 atm showing that the principle of operation of the detector works. The detector maximum gain obtained in the first results is about 10.