I had to deal with GWT DataGrid and his style customization. In order to customize it you have to extend the DataGrid style resource with your own type. Then you have to override the dataGridStyle() method returning your own DataGrid style. It is fundamental to return a new DataGrid Style type.

Here the example code:

public interface CustomDataGridResources extends DataGrid.Resources {

    @Source("MyDataGridStyle.css")
    CustomStyle dataGridStyle();

    interface CustomStyle extends DataGrid.Style {

    }
}

As alternative you can simply extends the default one:

public interface CustomDataGridResources extends DataGrid.Resources {

    @Source({DataGrid.Style.DEFAULT_CSS, "MyDataGridStyle.css"})
    CustomStyle dataGridStyle();

    interface CustomStyle extends DataGrid.Style {

    }
}

Sources: