Found my answer here Why deprecate Column.setClassNameGenerator in 24.5.0?
My issue is that I was using setClassNameGenerator() instead of setPartNameGenerator()
In the CSS I had to use this one
vaadin-grid::part(highlighted) {
background: var(--lumo-error-color-10pct);
}
This do what I wanted → Changing the color of the cell if the cell meet a Criteria
I haven’t found how to properly use setClassNameGenerator() though