DPM and chroot
For the paranoid, it is possible to run a DPM server in a chroot jail. Obviously, the process still needs to be able to see the filesystem that it will write to. Also, if shared libraries are being used, then these must also be visible from the chroot'ed environment.
If you just want to run the GridFTP server in the chroot, then it may not be possible with the current version (1.6.5).