I set theme Web20 for the whole application but I want my GridDropDownColumn to look like a RadCombobox with skin Vista. I don't seem to find any property for that.
Anyway, I think I understand why Telerik didn't implement it. Setting another skin doesn't play well with the rest of the styles on the EditingForm. In my case, EditingForm styling in theme Web20 includes some blue border on text input and it overlaps with the Vista skin. Having spent a while trying to get rid of the blue border, I ended up with reversing to DropDownControlType="DropDownList".