You can handle the CurrentCellDirtyStateChanged event to commit the changes.
Code Snippet
dataGridView1_CurrentCellDirtyStateChanged(object sender, EventArgs e)
{
if (this.dataGridView1.CurrentCell.ColumnIndex ==
this.dataGridView1.Columns["Your CheckBox Column Name"].Index)
{
this.dataGridView1.EndEdit(DataGridViewDataErrorContexts.Commit);
}
}
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