If you place ellipsis buttons in different cells, the parameters of the EllipsisButtonClick event allow you to know what button has been clicked.
To draw individual glyphs on them, use the CustomDrawCellEllipsisButtonForeground event. Its parameters, RowIndex and ColIndex, also tell you what ellipsis button is about to be drawn. If you need a custom image in it, draw it using usual GDI+ methods and set the DoDefault parameter to False to prevent iGrid from drawing the standard image.