Pressing Ctrl + Enter should create a new row in the editor instead of closing it.

WORKAROUND:
Replace the default editor with the following one in the EditorRequired event:

 class MyPropertyGridTextBoxEditor : PropertyGridTextBoxEditor
    {
        protected override void OnKeyDown(System.Windows.Forms.KeyEventArgs e)
        {
            if (e.Modifiers == System.Windows.Forms.Keys.Control && e.KeyCode == System.Windows.Forms.Keys.Enter)
            {
                return;
            }

            base.OnKeyDown(e);
        }
    }