After some efforts, I finally write down code with some suggestions Its a Generic Code that can be call at any Grid's Paint Method of C# WinForm, pass it the Grid,The Columns's names, and the paint Graphics object
I have added a fill rectangle of size 4, that starts from the previous column's Right-2 to Next Column's Left+2 , So it hides the Vertical Bar
Public Sub VerticalBarHide(ByVal grd As KryptonExtendedGrid, ByVal colname As String(), ByVal e As System.Drawing.Graphics)
Dim rectHeader As Rectangle
grd.EnableHeadersVisualStyles = False
Dim bgColor As Color
bgColor = grd.ColumnHeadersDefaultCellStyle.BackColor
For Each name As String In colname
rectHeader = grd.GetCellDisplayRectangle(grd.Columns(name).Index, -1, True)
rectHeader.X = rectHeader.X + rectHeader.Width - 2
rectHeader.Y += 1
rectHeader.Width = 2 * 2
rectHeader.Height -= 2
e.FillRectangle(New SolidBrush(bgColor), rectHeader)
Next
End Sub