This was a toughie. We get stuck in ControlContainer.UpdateFocusedControl. It's not clear to me why that happens.
I'm thinking that when the editing control on the grid disappears, focus on the form gets set to nowhere, and it looks like there a hang might be possible in ContainerControl.UpdateFocusedControl if "ActiveControl" and "FocusedControl" start out null going in there. But, the code there is pretty confusing so I'm not sure what's going on.
One thing I found that I could do to fix the problem is to add:
FindForm().ActiveControl = this;
to the end of DataGridViewEx.OnEnter.
It looks like this person on the web ran into the same issue, but they don't have any advice about what to do about it: