FlexGrid for Blazor supports a CellEditingTemplate that allows you to define custom column content in Razor markup. To use the CellEditingTempate, you may define the columns collection in markup and disable the auto-generation of columns.
<FlexGrid ItemsSource="customers" AutoGenerateColumns="false">
<FlexGridColumns>
<GridColumn Binding="FirstName" />
<GridColumn Binding="LastName" />
<GridColumn Binding="FirstName">
<CellEditingTemplate>
@{ var c = context.Data as Customer;}
<C1ComboBox T="string" SelectedValue="c.FirstName" SelectedValueChanged="@(v=>c.FirstName = v.ToString())" ItemsSource="firstNames"/>
</CellEditingTemplate>
</FlexGridColumns>
</FlexGrid>
Observe how the data binding is configured by obtaining the data context. To display a ComboBox, or any UI element, in just a single cell rather than apply to an entire column, you will need to use a Cell Factory.