Hi Satyam Desai,
Create custom pagination as per your style using Nanoflows or Microflow. Yes you can use datagrid 2 also having more advance functionalities.
Hope this helps you!
If by pagination style, you mean styling the pagination buttons in a different format then you could apply custom styling for those buttons. Look at the how to for more details on styling in Mx8
https://docs.mendix.com/howto8/front-end/calypso
If you want to create your own pagination, you could do that via a microflow and on top apply any styling to your pagination buttons that you want.
You may find it helpful to take a look at Mendix's new datagrid, the Datagrid 2.0. A lot more is possible here than the old data grid, especially in the field of search/filtering and pagination:
https://docs.mendix.com/appstore/modules/data-grid-2