The Hindi Grammars written by Usha Jain have the best exercises that I have seen. You can see them referenced in
this thread, or on amazon (
1,
2). Her exercises resemble the sort of thing you'd see in a French grammar, for example.
As an aside, if you do pick up those books, you might also be interested in her
Intermediate Hindi Reader.
Good luck!

Edited to add:
Actually, on second thought, perhaps these books are not a good choice for self-study as the exercises
do not have an answer key. Still, if you wanted to get feedback or help on particular exercises here, I'm sure someone would do so.