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After you create Custom Grid Columns you’ll probably want to add them to the IDE so you can play with them at design time. Sadly, however, the classes available in the grid editor are firmly hard-coded into the IDE with no known way to modify them.
In theory it may be possible to create a subsitute property editor which could add any child components of TColumn but my attempts to do this simply showed up my lack of skills at using the OpenToolsAPI. If you know more about this subject than I, feel free contact me.