The best place to start would be to trace your grandfather's paternal branch back as far as you can. Since Ethan Allen is a very well documented ancestor, you may not have to go back very far to find an obvious connection. If you have a local DAR chapter, you may be able to get help from them.
If there is no connection through his father, try his mother.
WikiTree is an ideal place to do this type of research, because you can collaborate with other Allen researchers and benefit from the work already put into Ethan Allen's profile. Please consider joining us!
As a side note, assuming you have XX chromosomes, your haplogroup would be your maternal haplogroup, inherited from your mother and her mother and so on. Unless you are descended from Ethan Allen's mother or one of his sisters, it wouldn't be useful in proving a relationship. If your father or any living brothers of yours or his can take a DNA test, and you can use that information for determining a patrilineal relationship.