A drop down menu with OS default menu is available. Just add a TPopupMenu, assign it to your BGRAButton (or BCButton), then set property Style to 'bbtDropDown'.
If you want a drop down menu made of BGRAButton... no idea..
maybe.. You can show / hide group of BGRAButton to make a 'drop down menu', when you clic the menu show all the buttons, when you clic one of the buttons hide all of them, except the menu.