I think you're wrong. Your data grid should be tied to a collection of objects. I assume that you could just create another collection by extracting the fields you need (e.g. with linQ) and exposing this new collection for your view so that you can bind your drop-down lists.
I want this second collection updated, make your first primary ObservableCollection such that you can subscribe to the CollectionChanged event. In the event handler, simply control the addition and deletion of the combobox in the source collection.
Bruno source share