The EditCommand handler works just fine.
In looking at why the InsertCommand handler was never being hit, although a postback does occur, I discovered this in the Request.Params.
__EVENTTARGET: ctl00$MainContent$gridActivity$ctl00$ctl02$ctl00$InitInsertButton
This is the target generated when I click on the Add button on the grid, it's not firing the InsertCommand because that is not what it's pointing at.
There are also no arguments on that postback. I can check for that and call something, but how do I access the individual edit text boxes displayed by the grid?