class GridCtrl .... {
    ....
    ....
private:
    ....
    ....
    void  DoInternalFind();   // add this private method somewhere
    ....
    ....
};

// in constructor of GridCtrl change one line
GridCtrl::GridCtrl()
{
    ....
    ....
    find <<= THISBACK(DoInternalFind);    // original was: "find <<= THISBACK(DoFind);"
    ....
    ....
}

// implementation of new method
void  GridCtrl::DoInternalFind()
{
    DoFind(); // find ctrl loses the focus (I don't know why)
    
    // restore focus and carret position (carret would be at the end of written search text)
    find.SetFocus();
    find.SetSelection(find.GetLength());
}