Código:
procedure TForm1.Button1Click(Sender: TObject);
const ArrayHoras : array[1..57] of string =
('08:00','08:15','08:30','08:45','09:00','09:15','09:30','09:45','10:00',
'10:15','10:30','10:45','11:00','11:15','11:30','11:45','12:00','12:15',
'12:30','12:45','13:00','13:15','13:30','13:45','14:00','14:15','14:30',
'14:45','15:00','15:15','15:30','15:45','16:00','16:15','16:30','16:45',
'17:00','17:15','17:30','17:45','18:00','18:15','18:30','18:45','19:00',
'19:15','19:30','19:45','20:00','20:15','20:30','20:45','21:00','21:15',
'21:30','21:45','22:00');
var i : integer;
begin
for i := 1 to sgCitas.RowCount - 1 do
sgCitas.Cells[0,i] := arrayHoras[i];
end;
haciendo un copy-paste de tu array y..... sin problemas