In order to set up dynamic conetextmenu in xamGrid, I did as below:
Xaml:
<ig:XamGrid
   HorizontalAlignment="Stretch"
   VerticalAlignment="Stretch" ItemsSource="{Binding DataList}"
   AutoGenerateColumns="False"
   CellDoubleClicked="xamGrid_CellDoubleClicked"
   CellClicked="xamGrid_CellClicked"
   RowSelectorClicked="xamGrid_RowSelectorClicked">
    <ig:ContextMenuService.Manager>
        <ig:ContextMenuManager ModifierKeys="None">
            <ig:ContextMenuManager.ContextMenu>
        <ig:XamContextMenu ItemClicked="XamContextMenu_ItemClicked" Opening="XamContextMenu_Opening">
        <DataTemplate>
                    <ig:XamMenuItem Header="{Binding MytName}" IsCheckable="True">                                                            </ig:XamMenuItem>
                </DataTemplate>      
        </ig:XamContextMenu>
      </ig:ContextMenuManager.ContextMenu>
   </ig:ContextMenuManager>
</ig:ContextMenuService.Manager>

...

</ig:XamGrid>


COde:

     private void XamContextMenu_Opening(object sender, OpeningEventArgs e)
        {           
            List<XamGrid> elements = e.GetClickedElements<XamGrid>();
            if (elements.Count == 0)
            {
                e.Cancel = true; // not showing up
            }
            else
            {
                XamGrid grid = elements[0];
                PerformerResult currentrow = (MyEntity)grid.ActiveCell.Row.Data;
                ContextMenuService.GetManager(xamGrid).ContextMenu.Items.Clear();
                ContextMenuService.GetManager(xamGrid).ContextMenu.ItemsSource = MyList);
            }
        }

then run the app. Only okay at first time click on any cell in xamGrid. If click on any cell again, will get error said:
Operation not supported on read-only collection.

How to resolve this problem?