I've run across a small problem when changing tool tip text in some of the grid cells. The problem is that the tool tip text that is shown will remain the same even though it has been changed programmatically if it was the last cell to show tool tip text.
There is a method called Reset() in the CGXTooltipProxy class.
Whenever you want to change the ToolTip text at runtime, you should call this method so that the text gets reloaded.
Example:
if (m_pTooltipProxy)
m_pTooltipProxy->Reset();