You need to use the above option exportConfig under the gridOptions and you should specify only those formats that you want to be visible once the dropdown opens, if you want only the CSV format then just provide the CSV option under the exportConfig
echo DynaGrid::widget([
'columns' => $columns,
'storage' => DynaGrid::TYPE_COOKIE,
'theme' => 'panel-danger',
'gridOptions' => [
'dataProvider' => $dataProvider,
'filterModel' => $searchModel,
'exportConfig'=>[
GridView::CSV=>['label'=>'Save As'],
],
'panel' => ['heading' => '<h3 class="panel-title">Library</h3>'],
],
'options' => ['id' => 'dynagrid-1'], // a unique identifier is important
]);