I think you can catch the delete key in this situation using the CurrentCellKeyDown event.
private void gridControl1_CurrentCellKeyDown(object sender, KeyEventArgs e)
{
if(!this.gridControl1.CurrentCell.IsEditing && e.KeyCode == Keys.Delete)
{
e.Handled = true;
GridCurrentCell cc = this.gridControl1.CurrentCell;
this.gridControl1[cc.RowIndex, cc.ColIndex].Text = "0";
}
}