How to make dropdowns in cells using cell templates
It can be achieved by using the combo box in the control template for the corresponding target PivotGridTemplateCell. The following code snippet explains the same.
XAML
<Style x:Key="valStyle" TargetType="{x:Type syncfusion:PivotGridTemplateCell}">
<Setter Property="MinHeight" Value="25"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type syncfusion:PivotGridTemplateCell}">
<ComboBox Width="50" SelectedIndex="0">
<ComboBoxItem Content="{Binding}"/>
<ComboBoxItem Content="Item2"/>
</ComboBox>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>

Figure: Pivot Grid shows dropdowns as cell templates