Hi Vincenzo67,
Please refer below sample.
HTML
<form id="form1" runat="server">
    <asp:GridView ID="gvProducts" runat="server" AutoGenerateColumns="false">
        <Columns>
            <asp:BoundField DataField="CIGM" HeaderText="CIGM" ReadOnly="true" />
            <asp:TemplateField
                HeaderText="tCon">
                <ItemTemplate>
                    <asp:DropDownList ID="ddl1" runat="server" OnSelectedIndexChanged="OnSelectedIndexChanged" AutoPostBack="true" BackColor="Yellow" CssClass="ddl_Class_new">
                        <asp:ListItem Text="[ === === === ]" Value=""></asp:ListItem>
                        <asp:ListItem Text="OK" Value="OK"></asp:ListItem>
                        <asp:ListItem Text="KO" Value="KO"></asp:ListItem>
                    </asp:DropDownList>
                    <asp:DropDownList ID="ddl2" runat="server" OnSelectedIndexChanged="OnSelectedIndexChanged" AutoPostBack="true" BackColor="Yellow" CssClass="ddl_Class_new">
                        <asp:ListItem Text="[ === === === ]" Value=""></asp:ListItem>
                        <asp:ListItem Text="OK" Value="OK"></asp:ListItem>
                        <asp:ListItem Text="KO" Value="KO"></asp:ListItem>
                    </asp:DropDownList>
                </ItemTemplate>
            </asp:TemplateField>
        </Columns>
    </asp:GridView>
    <asp:Label ID="lblDdl1" runat="server"></asp:Label><br />
    <asp:Label ID="lblDdl2" runat="server"></asp:Label>
</form>
Namespaces
C#
using System.Data;
using System.Configuration;
using System.Data.SqlClient;
VB.Net
Imports System.Data
Imports System.Configuration
Imports System.Data.SqlClient
Code
C#
protected void Page_Load(object sender, EventArgs e)
{
    if (!IsPostBack)
    {
        this.BindGrid();
    }
}
private void BindGrid()
{
    gvProducts.DataSource = RetrieveProducts();
    gvProducts.DataBind();
}
private DataTable RetrieveProducts()
{
    DataTable dt = new DataTable();
    DataSet ds = new DataSet();
    using (SqlConnection myConnectionString = new SqlConnection(ConfigurationManager.ConnectionStrings["constr"].ConnectionString))
    {
        using (SqlCommand cmd = new SqlCommand("SELECT * FROM tb_t", myConnectionString))
        {
            cmd.CommandTimeout = 2147483;
            cmd.Connection.Open();
            cmd.CommandType = CommandType.Text;
            cmd.Parameters.Clear();
            SqlDataAdapter adapter = new SqlDataAdapter(cmd);
            adapter.Fill(ds);
            if (ds.Tables.Count > 0)
            {
                dt = ds.Tables[0];
            }
        }
    }
    return dt;
}
protected void OnSelectedIndexChanged(object sender, EventArgs e)
{
    DropDownList ddl = (DropDownList)sender;
    GridViewRow row = (GridViewRow)ddl.NamingContainer;
    DropDownList ddl1 = (DropDownList)row.FindControl("ddl1");
    DropDownList ddl2 = (DropDownList)row.FindControl("ddl2");
    lblDdl1.Text = ddl1.SelectedValue;
    lblDdl2.Text = ddl2.SelectedValue;
}
VB.Net
Protected Sub Page_Load(ByVal sender As Object, ByVal e As EventArgs) Handles Me.Load
    If Not IsPostBack Then
        Me.BindGrid()
    End If
End Sub
Private Sub BindGrid()
    gvProducts.DataSource = RetrieveProducts()
    gvProducts.DataBind()
End Sub
Private Function RetrieveProducts() As DataTable
    Dim dt As DataTable = New DataTable()
    Dim ds As DataSet = New DataSet()
    Using myConnectionString As SqlConnection = New SqlConnection(ConfigurationManager.ConnectionStrings("constr").ConnectionString)
        Using cmd As SqlCommand = New SqlCommand("SELECT * FROM tb_t", myConnectionString)
            cmd.CommandTimeout = 2147483
            cmd.Connection.Open()
            cmd.CommandType = CommandType.Text
            cmd.Parameters.Clear()
            Dim adapter As SqlDataAdapter = New SqlDataAdapter(cmd)
            adapter.Fill(ds)
            If ds.Tables.Count > 0 Then
                dt = ds.Tables(0)
            End If
        End Using
    End Using
    Return dt
End Function
Protected Sub OnSelectedIndexChanged(ByVal sender As Object, ByVal e As EventArgs)
    Dim ddl As DropDownList = CType(sender, DropDownList)
    Dim row As GridViewRow = CType(ddl.NamingContainer, GridViewRow)
    Dim ddl1 As DropDownList = CType(row.FindControl("ddl1"), DropDownList)
    Dim ddl2 As DropDownList = CType(row.FindControl("ddl2"), DropDownList)
    lblDdl1.Text = ddl1.SelectedValue
    lblDdl2.Text = ddl2.SelectedValue
End Sub
Screenshot
