Dynamic ContextMenu In CodeBehind

The following code works for me, InsertQuery/DeleteQuery are two ICommand methods defined in ViewModel.

  <DataGrid.ContextMenu>
        <ContextMenu>
            <MenuItem Header="Insert"
                      Command="{Binding DataContext.InsertQuery, RelativeSource={RelativeSource Mode=FindAncestor, AncestorType=ContextMenu}}"/>
            <MenuItem Header="Delete" 
                      Command="{Binding DataContext.DeleteQuery, RelativeSource={RelativeSource Mode=FindAncestor, AncestorType=ContextMenu}}"/>
        </ContextMenu>
  </DataGrid.ContextMenu>

Additionaly you can put commands on the menuItem...

Like this:

<MenuItem Header="MyContextMenuItem
                  Command="{Binding Path=MyCommand}"
                  CommandTarget="{Binding 
                              RelativeSource={RelativeSource FindAncestor,
AncestorType={x:Type DataGrid}}}">

CommandTarget can be very important, if you use your contextMenu on different controls. I often use the FindAncestor here, to identify the caller.

You can define your ContextMenu in resources and bind it to any control you needed. Check this out:

<Window x:Class="WpfApplication1.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">
    <Window.Resources>
        <ContextMenu x:Key="MyContextMenu">
            <MenuItem Header="Send" />
        </ContextMenu>
    </Window.Resources>
    <Grid>
        <Button Name="a_button"
            ContextMenu="{StaticResource MyContextMenu}" >
        </Button>
    </Grid>
</Window>