This is my method and it works perfectly.
asp
<asp:CommandField ButtonType="Link" ShowEditButton="true" ShowDeleteButton="true" ItemStyle-Width="5%" HeaderStyle-Width="5%" HeaderStyle-CssClass="color" HeaderText="Edit"
EditText="<span style='font-size: 20px; color: #27ae60;'><span class='glyphicons glyph-edit'></span></span>"
DeleteText="<span style='font-size: 20px; color: #c0392b;'><span class='glyphicons glyph-bin'></span></span>"
CancelText="<span style='font-size: 20px; color: #c0392b;'><span class='glyphicons glyph-remove-2'></span></span>"
UpdateText="<span style='font-size: 20px; color: #2980b9;'><span class='glyphicons glyph-floppy-saved'></span></span>" />
C# (replace 5 with the column number of the button)
if ((e.Row.RowState & DataControlRowState.Edit) > 0)
{
}
else {
((LinkButton)e.Row.Cells[5].Controls[2]).OnClientClick = "return confirm('Do you really want to delete?');";
}