It seems like the "OnChange" property of a DropDown control will only fire an "Event" in the App if it's interactive (the user clicks on the control).
This can be challenging when trying to build a "dynamic" App with multiple DropDown controls whose Items are dependant on it's "parent" DropDown controls (collections och SP lists).
But if you add a ComboBox control to the App with its "DefaultSelectedItems" property pointed to the DropDown control you can use the ComboBox controls "OnChange" property to trigger dynamic events....
And then just wack "false" into ComboBox "Visible" property to make it go away from the GUI.
It's not pretty, and it's not even clever probably, but boom, it works...