Awesome, it worked! I have applied this to the entire table using the below code.
def clicked_cell_func(col_name):
return f"function(params){{ alert(params.node.data.{col_name}); }};"
for col_index, col_name in enumerate(df.columns):
gd.configure_column(f"{col_name}", headerTooltip="Click to sort data",
onCellDoubleClicked=JsCode(clicked_cell_func(col_name)), maxWidth=800)