Hi Yifan Wang
There is a way to remove specific items from ContextMenu. If you run the following code on Browser's Console GridOS.GridObject[0].menu.options, you will see all the default ContextMenu options. You can just delete the ones you want to remove.
If you need new actions I would say its better to use the ContextMenu and ContextMenuItem from our DataGridComponent. Although doing so all the default options won't be available.
The attached sample has no "Inser Blank rows", check the Javascript from the default page.
Hope to help you solve your issue.