I don't think any of the following discuss the Euthyphro dilemma specifically, but they all analyze 'the ethics of the Gītā' using either the framework of the consequentialism / deontology / virtue ethics trichotomy or the categories of western axiology.
Perrett, Roy W. 2005. 'Hindu Ethics?' In
The Blackwell Companion to Religious Ethics. Edited by William Schweiker. Oxford: Blackwell Publishing, pp. 323–29.
Sreekumar, Sandeep. 2012. 'An Analysis of Consequentialism and Deontology in the Normative Ethics of the Bhagavadgītā.'
Journal of Indian Philosophy 40: 277–315.
Frazier Jessica. 2021. 'Ethics in Classical Hindu Philosophy: Provinces of Consequence, Agency, and Value in the Bhagavad Gītā and Other Epic and Śāstric Texts.'
Religions 12(11), 1029;
https://doi.org/10.3390/rel12111029See also:
Roy Perrett & Glen Pettigrove. 2015. 'Hindu Virtue Ethics.' In Michael Slote & Lorraine Besser-Jones (eds.),
The Routledge Companion to Virtue Ethics. New York: Routledge. pp. 51-62.