Both places are possible, these are the differences:
1) Fetching the data in the Grid component and passing it to the child components - This is the recomended approach if the data in all DropDownList will be the same. This will make a single request and use the data in all DropDownList.
2) Fetching the data in the DropDownList component - This is recomended only when the DropDownList will have different data based on Grid rows. The downside it that this will produce many requests, but if they will be different then it is required.
The correct approach will depend on the application.
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