This Way:
HTML:
<form id="form1" runat="server">
<div>
<asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false">
<Columns>
<asp:TemplateField HeaderText="Simple Ul and Li">
<ItemTemplate>
<ul type="circle">
<li>
<%# Eval("Name") %></li>
</ul>
</ItemTemplate>
</asp:TemplateField>
<asp:TemplateField HeaderText="Bulleted List">
<ItemTemplate>
<ul type="circle">
<li>
<asp:BulletedList ID="blDemo" runat="server" DataTextField="Name">
</asp:BulletedList>
<%# Eval("Name") %></li>
</ul>
</ItemTemplate>
</asp:TemplateField>
</Columns>
</asp:GridView>
</div>
</form>
C#:
protected void Page_Load(object sender, EventArgs e)
{
if (!this.IsPostBack)
{
DataTable dt1 = new DataTable();
dt1.Columns.AddRange(new DataColumn[1] { new DataColumn("Name", typeof(string))
});
dt1.Rows.Add("John");
dt1.Rows.Add("Smith");
dt1.Rows.Add("Jack");
this.GridView1.DataSource = dt1;
this.GridView1.DataBind();
}
}
Image:

Thank You.