In the nearest FlyGrid.Net update you can use ITypeDesciptorContext provided by AutoDetectDataTypeColumn as argument in the TypeConverter. ConvertTo/ConvertFrom methods to obtain original value of GridValue.
In this case your convertion will looks like following:
[C#]
public override object ConvertFrom(ITypeDescriptorContext context,
System.Globalization.CultureInfo culture, object value)
{
if (value is string)
{
if (context != null && context.Instance != null)
{
GridValue originalGridValue = context.Instance as GridValue;
if (originalGridValue != null)
{
originalGridValue.Value = Convert.ToDouble( value );
return originalGridValue;
}
}
return new GridValue( Convert.ToDouble( value ) );
}
return base.ConvertFrom(context, culture, value);
}