You can use the TableControlCurrentCellValidating event.
private void gridGroupingControl1_TableControlCurrentCellValidating(object sender, GridTableControlCancelEventArgs e)
{
GridCurrentCell cc = e.TableControl.CurrentCell;
Console.WriteLine("new: {0} old: {1}", cc.Renderer.ControlText, e.TableControl.Model[cc.RowIndex, cc.ColIndex].CellValue);
}