Código Delphi [-]
procedure TForm1.FormCreate(Sender: TObject);
  var b:TButton;
begin
  b := TButton.Create(self);
  b.Parent := StringGrid1;
  b.BoundsRect := StringGrid1.CellRect(2,3);
  b.OnClick := Button1Click;
end;

Código Delphi [-]

var
  R: TRect;
begin
      // sgdWork_Sheet_Data es un tstringgrid
      R := sgdWork_Sheet_Data.CellRect(ACol, ARow);
      R.Left := R.Left + sgdWork_Sheet_Data.Left;
      R.Right := R.Right + sgdWork_Sheet_Data.Left;
      R.Top := R.Top + sgdWork_Sheet_Data.Top;
      R.Bottom := R.Bottom + sgdWork_Sheet_Data.Top;
      // btnMemo es un boton
      btnMemo.Width := 16;
      btnMemo.Left := R.Right - btnMemo.Width + 2;
      btnMemo.Top := R.Top + 2;
      btnMemo.Height := (R.Bottom) - R.Top;
 
      btnMemo.Visible := True;
      btnMemo.SetFocus;
end;

Código Delphi [-]
procedure TForm1.StringGrid1DrawCell(Sender: TObject; ACol, ARow: Integer;
  Rect: TRect; State: TGridDrawState);
begin
       bitbtn1.Parent := StringGrid1;
       bitbtn1.BoundsRect:= StringGrid1.CellRect(2,3);
end;

Código Delphi [-]
begin
   b:= Tbutton.create(nil) ;
   b.Onclik:= Button1.Onclick;// le asignas el evento q vos quieras.
   b.caption:= Button1.caption;
   ...
   ...
end;

Código Delphi [-]
...
  bitbtn1.Parent := sgcodigos;
  bitbtn1.Caption:= 'Quitar'+ sgcodigos.Cells[0,sgcodigos.Row];
  bitbtn1.Onclick:= bitbtn1.Onclick;
  bitbtn1.BoundsRect:= sgcodigos.CellRect(4,sgcodigos.Row);
...

Código Delphi [-]
var
  L:TobjectList;//en esta lista tendrías guardados y ordenados los botones de la columna.
procedure TForm.Button1Click(sender:TOBject);//evento del button1 creado en tiempo de diseño
var
 indice:word;
begin
    indice:= L.indexOF(sender);
    EliminarFila(indice,Stringgrid1);
end;

Código Delphi [-]
var cont : integer;
...
while(Not EOF)do
begin
   btn := TButton.Create(nil);
   btn.Caption:= 'Quitar';
   btn.Width:= 87;
   btn.Parent:= sgcodigos;
   btn.BoundsRect:= sgcodigos.CellRect(4, cont);
   btn.OnClick := elclick;
   cont := cont + 1;
end;
.....
.....
procedure Tfproductos.elclick(Sender: TObject);
begin
   ShowMessage('Presiono Click')
end;

Código Delphi [-]
var
  Form1: TForm1;
  t:tbutton;

implementation

{$R *.dfm}

procedure TForm1.Button1Click(Sender: TObject);
begin
    t:= tbutton.Create(nil);
    t.Parent:= form1;
    t.Height:= 20;
    t.Width:= 60;
    t.Left:= 50;
    t.Top:= 50;
    t.Caption:= 'prueba';
    t.OnClick:= button2click;
end;

procedure TForm1.Button2Click(Sender: TObject);
begin
   showmessage('eureca!');
end;

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
begin
  t.Free;
end;

end.

Código Delphi [-]
procedure TForm1.FormShow(Sender: TObject);
var i : integer;
begin
  for i := 1 to 9 do
  begin
    t           := TButton.Create(nil);
    t.Caption   := 'Quitar';
    t.Width     := 87;
    t.Name      := 'BT'+IntToStr(i);
    t.Parent    := StringGrid1;
    t.BoundsRect:= StringGrid1.CellRect(4, i);
    t.OnClick:= button2click;
    StringGrid1.RowCount := StringGrid1.RowCount + 1;
  end;
end;

Código Delphi [-]
...
type
  TForm1 = class(TForm)
  ...
  procedure TForm1.FormShow(Sender: TObject);
  private
    procedure EventoClick(Sender: TObject);
    procedure CrearBotones(ACol: Integer);
    procedure BorrarColumna(ACol: Integer);
  public
  end;
...

implementation


procedure TForm1.EventoClick(Sender: TObject);
begin
  ShowMessage('Click en botón de StringGrid');
end;

(* Crear botones *)
procedure TForm1.CrearBotones(ACol: Integer);
var
  i: Integer;
  Btn: TButton;
begin
  for i := StringGrid1.FixedRows to StringGrid1.RowCount -1 do
  begin
    Btn           := TButton.Create(nil);
    Btn.Caption   := 'Quitar';
    Btn.Width     := 87;
    Btn.Name      := 'Button' + IntToStr(i);
    Btn.BoundsRect:= StringGrid1.CellRect(ACol, i);
    Btn.ControlStyle := [csClickEvents];
    Btn.OnClick   := EventoClick;
    Btn.Parent    := StringGrid1;
    StringGrid1.Objects[ACol,i] := Btn;
  end;
end;

(* Borrar columna *)
type
  TStringGridExt = class(Grids.TStringGrid);

procedure TForm1.BorrarColumna(ACol: Integer);
begin
  TStringGridExt(StringGrid1).DeleteColumn(ACol);
end;

procedure TForm1.FormShow(Sender: TObject);
begin
  ...
  CrearBotones(StringGrid1.RowCount-1);
end;

...
(* Liberar botones *)
procedure TForm1.FormDestroy(Sender: TObject);
var
  i: Integer;
begin
 for i := StringGrid1.FixedRows to StringGrid1.RowCount-1 do
    StringGrid1.Objects[StringGrid1.RowCount-1, i].Free;
end;

Código Delphi [-]
procedure TForm1.btBorrarClick(Sender: TObject);
begin
  BorrarColumna(1);
end;