His there a way to have a pop-up menu different on each cell?

Not that I know of. The grid itself can have a pop-up menu, but not each individual cell.

---

His there a way to have a pop-up menu different on each cell?

While you may not be able to pop up a menu, you could monitor the right click in each cell and then display a window when the right click occurs. The grid has a right click event, you then inquire on the grid to see where this occured, then display a window with whatever information you want. Here is a very simple example:
Screen1-Gd-1-Ev-Msg-Grid-Rbutton-Down.
inquire Screen1-Gd-1 x=x1 y=y1
if x1=2 and y1=2 perform show-2x2-menu.

show-2x2-menu.
display message box "choose me"

---

His there a way to have a pop-up menu different on each cell?

I recently had a similar need for a grid pop up menu to be triggered in a specific column. So the grid has a menu and if the column is right clicked a different pop up menu is displayed instead. My solution, was similar to Steve's, but instead of display message box I used the popup menu utility, the syntax...
call 'w$menu' using wmenu-popup, Screen1-Column-Popup-Handle

---