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Hi, Tommy, the provided link to the StackBlitz sample in my previous reply appeared broken, apologies for that. I have updated it, you can see how to style the whole close button with the provided style.
To style the close button element directly, you will need to apply the background-color with "!important" statement in order to overwrite its default transparent background:
.k-window-actions.k-dialog-actions .k-button.k-dialog-close {
background-color: black !important;
color: grey;
}