May be you prefer open an new post, because this ask is related but is different.
The difference with the CellControls property and OnGetCellControl event (as mentioned in another topic) is that this method adds a button that additionally allows text to be inserted next to the button. You can also do manipulations on the Button (such as add an image, or set it client-aligned) as this is a TTMSFMXButtonGridCell and the properties of this cell are accessible through the OnGetCellProperties event, but these methods are limited to a button only, while the CellControls property can add any type of control, but you need to manage the creation of the control yourself.