The GridViewCheckBoxColumn doesn't support the CellTemplate attached property, since its expected to contain only a CheckBox.
One way to achieve the desired behavior is to replace the GridViewCheckBoxColumn with GridViewDataColumn and define the cell template you pointed.
Another approach would be to create a custom GridViewCheckBoxColumn and override its CreateCellElement and CreateCellEditElement methods. You can find more information in the Create Custom Column Editor article.
Attached, you can find a sample project which demonstrates the first approach. Please, review it and let me know if it delivered the desired result.
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