Grid Header Custom Shortcut to populate column data

I would like to have a select box in the grid header, select a value, and have that value populate all of the cells for that column. I can’t find any good examples of how to do that with:
grid._in_header_custom_label=function(tag,index,data)

In the image below, you would a value in the drop down all the cells in the column would be populated with that value. Can you provide an example or the best way to do that?

Regards,

Rich