It appears UI-Grid is not as customizable as one might think when looking at their front page.

Here is the list of customizable elements in UI-Grid and, for the moment, filters are not one of them.

I would have expected a component built on AngularJS to use a directive that would allow complete replacement of the filters template but it either doesn't exist yet or I wasn't able to find it.

Edit: After some more digging I found headerCellTemplate buried deep into their docs. Not entirely sure how one would use it, but I think it holds the key to the treasure chest.

The worst part is that the filters they use are built using plain <select> and <option> tags, which are a real pain to style. A good starting point would be this awesome answer and the accepted one, from the same question.

As you might notice, copy/pasting the code from the answer I linked works, but it's a pain to implement and maintain.

I must admit I would consider alternatives to UI-Grid in your position, such as Smart table or ngTable. I'd also mention Swimlane's ngx-datatable for the incredible performances they have achieved (tables moving smoothly with 100k rows - that's something!).

Best of luck!