no not out-of-the-box possible
Easier solution is to give it a go with replacing your datagrid with a template-grid.
DataGridExtension widget is used for inline button with datagrid.In that Widget We have option for setting inline button properties.
It is not possible out of the box but maybe you can use a list view and style it just as a data grid?
I have same query can we add button in data grid row ?