You should use MORPH_ELLIPSE, with the same size for both axis. Check the OpenCV tutorials.

This will produce a ball / circle shaped element with a diameter of 5:

cv2.getStructuringElement(cv2.MORPH_ELLIPSE,(5,5))

This answer explains how to use MORPH_CLOSE around the edge of an image by adding a buffer to the image.

You can add a buffer by creating an image of zeros using numpy:

# Import packages
import cv2
import numpy as np
import matplotlib.pyplot as plt
# Read in the image
img = cv2.imread('/home/stephen/Desktop/OKoUh.png', 0)
# Create a black bufffer around the image
h,w = img.shape
buffer = max(h,w)
bg = np.zeros((h+buffer*2, w+buffer*2), np.uint8)
bg[buffer:buffer+h, buffer:buffer+w] = img

Then you can iterate and check how it looks at different kernel sizes:

for close_size in range(1,11):
    temp  = bg.copy()
    kernel = cv2.getStructuringElement(cv2.MORPH_RECT, (close_size, close_size))
    result = cv2.morphologyEx(temp, cv2.MORPH_CLOSE, kernel)
    results = result[buffer:buffer+h, buffer:buffer+w]
    cv2.imshow('img', result)
    cv2.waitKey()

My results:

My first piece of advice is to not threshold right away. Thresholding is something you want to do way at the end. Thresholding throws away valuable information. Morphological operations work on grey-value images too!

Choosing the right morphological operators to keep only the shapes you are interested in is actually quite intuitive. In this case, you want to keep both horizontal and vertical lines. Let's use line structuring elements. The lines are dark, so we use a closing to remove things that do not look like our lines.

A closing with vertical lines will remove all horizontal lines, and a closing with horizontal lines will remove all vertical lines. So how to combine these two? It turns out that the infimum (pixel-wise minimum) of two closings is a closing also. So the infimum of a closing with vertical lines and one with horizontal lines is a closing with the two lines at the same time, you'll preserve shapes where either of those two lines fit.

Here is an example. I'm using PyDIP (I don't have OpenCV).

import diplib as dip
img = dip.ImageRead('/Users/cris/Downloads/ZrF7k.tif')
img = img.TensorElement(1) # keep only green channel
img = img[0:-2,1:-1]       # let's remove the artifacts at the right and top edges
f1 = dip.Closing(img, dip.SE([50,1],'rectangular'))
f2 = dip.Closing(img, dip.SE([1,50],'rectangular'))
out = dip.Infimum(f1, f2)
out.Show('lin')

You can try to tweak that a bit, and add some additional processing, and add your adaptive thresholding at the end to get the edges of the PV cells. But there is actually a much better way of finding these.

I'm taking advantage here of the fact that the panel is so very straight w.r.t. the image, and that it covers the whole image. We can simply take a mean projection along rows and along columns:

x = dip.Mean(out, process=[1, 0]).Squeeze()
y = dip.Mean(out, process=[0, 1]).Squeeze()
import matplotlib.pyplot as pp
pp.subplot(2,1,1)
pp.plot(x)
pp.subplot(2,1,2)
pp.plot(y)
pp.show()

It should be fairly straight-forward to detect the edges of the cells from these projections.