Get each epoch's validation scores from GridSearchCV models
Solution 1:
You are looking to track the validation performances like using validation_data or validation_split when you fit your Keras model (see here for a reference).
However GridSearchCV (from sklearn) is not so clever to understand that the validation set (created during CV splitting) must be used with KerasClassifier as validation_data in order to track scores/losses for each epoch.
In other words, you can't track the performances of each validation set (created during CV splitting) using GridSearchCV
This is a possible solution.