Hi Jonathan,
As VWG-8396 didn't get fixed implicitly with Release d changes, I don't really have more ideas on the lost characters in DataGridView reapid entry.
Not sure it will help, but there are of course other options than the DataGridView. You might want to experiment with a ListView with control type columns or even a TableLayoutPanel or FlowLayoutPanel. In the case of FlowLayoutPanel you would probably want to first create a UserControl for each line of entry and then add instances of it to the FlowLayoutPanel.
I have not experimented with if it is feasible or not but all the above three options may be worth trying.
Palli