I am not sure what project you attached, and I may have missed something but I did not see any syncfusion references in it.
As far as the error goes, is the CellValue a double? If so, you cannot set it to be a string value as you are trying to to.
So, try code like
If Not IsDBNull(e.Style.CellValue) Then
e.Style.CellValueType = GetType(double)
e.Style.Format = "0.####"
End If
The idea is not to change the CellValue, but to make sure the style.Format is set the way you want it. In order for the style.Format to take effect, style.CellValueType must be set properly as well.