Handle the EditingControlShowing event of the grid. If the current column is the one you're interested in then EditingControl is a reference to the aforementioned DataGridViewTextBoxEditingControl and you can use AddHandler to attach the appropriate event handlers. Just note that you will need to use RemoveHandler to remove them again though, or you will likely end up with issues.

Note that a DataGridViewTextBoxEditingControl is just an inherited TextBox that implements IDataGridViewEditingControl, as are all controls that get embedded in a DataGridView.