The grid does try to forward the click to the control in the cell. Here is a sample that puts a treeview in a cell in a GridDataBoundGrid that responds to the first click. It uses QueryCellInfo to manage this in the GridDataBoundGrid, but setting it in a GridControl also seems to respond to the first click. I am using 2.1.0.9. Are you doing something different?
5495_5258.zip