From the e.tableControl, you can get teh GridTableCellStyleInfo object for the current cell. From the style, you can get teh DataSource, DisplayMember and ValueMember.
private void gridGroupingControl1_TableControlCurrentCellCloseDropDown(object sender, GridTableControlPopupClosedEventArgs e)
{
GridCurrentCell cc = e.TableControl.CurrentCell;
GridStyleInfo style = e.TableControl.GetTableViewStyleInfo(cc.RowIndex, cc.ColIndex);
Console.WriteLine(((DataTable)style.DataSource).TableName);
}