handle event in dynamically created button in Gridview?

Try with below code:

Add below code to ASPX page inside your gridview:

<asp:TemplateField HeaderText="Order Status">
<ItemTemplate>
<asp:DropDownList ID="ddlDropDownList" runat="server" CssClass="inputfields" OnSelectedIndexChanged="OnSelectedIndexChanged" AutoPostBack="true"/>
ItemTemplate>
asp:TemplateField>

Add below c# code to page when Index changed of DropDown:

If any issue, follow below link:

http://myaspsnippets.blogspot.in/2012/10/gridview-dropdownlist-selected-index.html