You can use combobox for this purpose. In your header cell, add one combobox with values as your grid view column names. Depending on its selection change, you can apply those filters.
Sometimes when we want to display limit data or a query then it is a better option to use of filtering database. There are basically three types of filtering Common filters Filter by selection Filter by form More detail about filtering database refer to : https://support.office.com/en-us/article/Filter-data-in-a-desktop-database-4dbc43d7-cce2-4f34-8f73-eead5073ce16