Menu Item Binding Parent's DataGrid
<DataGrid AutoGenerateColumns="False" ItemsSource="{Binding Persons}">
<DataGrid.Columns>
<DataGridTextColumn Binding="{Binding Path=Name}">
<DataGridTextColumn.CellStyle>
<Style TargetType="DataGridCell">
<Setter Property="Foreground" Value="HotPink" />
<Setter Property="Tag" Value="{Binding Path=DataContext, RelativeSource={RelativeSource AncestorType={x:Type DataGrid}}}"/>
<Setter Property="ContextMenu">
<Setter.Value>
<ContextMenu DataContext="{Binding Path=PlacementTarget.Tag, RelativeSource={RelativeSource Self}}">
<MenuItem Header="{Binding Path=Title}"></MenuItem>
</ContextMenu>
</Setter.Value>
</Setter>
</Style>
</DataGridTextColumn.CellStyle>
</DataGridTextColumn>
</DataGrid.Columns>
</DataGrid>