You can try handling the CurrentCellControlKeyMessage and calling CurrentCell.COnfirmChanges there.
private void gridControl1_CurrentCellControlKeyMessage(object sender, GridCurrentCellControlKeyMessageEventArgs e)
{
Keys keyCode = (Keys) ((int)e.Msg.WParam) & Keys.KeyCode;
if(keyCode == Keys.Enter && e.Msg.Msg == 0x100) //WM_KEYDOWN
{
e.Handled = true; //no further processing of enter key
this.gridControl1.CurrentCell.ConfirmChanges();
}
}