Well, I never found a property for this, so I created a custom component and overloaded the OnPaint event handler to draw a line on top of the existing one.
Here is the code for it if anyone else comes across this post looking for a solution:
Private Sub CustomDataGridView_Paint(ByVal sender As Object, ByVal e As System.Windows.Forms.PaintEventArgs) Handles Me.Paint Dim g As Graphics = e.Graphics Dim pen As New Pen(Me.GridColor) Dim TWidth As Integer = 2 Dim HeaderWidth As Integer = 0 If Me.RowHeadersVisible Then HeaderWidth = Me.RowHeadersWidth End If For Each column As DataGridViewColumn In Me.Columns Dim x As Integer = HeaderWidth + TWidth - 1 TWidth += column.Width Dim top As Integer = column.HeaderCell.ContentBounds.Top Dim bottom As Integer = column.HeaderCell.ContentBounds.Bottom + 1 pen.Width = 2 g.DrawLine(pen, x, top, x, bottom) Next column End Sub
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