[ecfisa]

Hola chartres.

Podes usar el evento BeforePost del TDataSet:

Código Delphi [-]
procedure TForm1.DataSetBeforePost(DataSet: TDataSet);
var
  i: Integer;
begin
  for i:= 0 to DBGRid1.FieldCount-1 do
    if DBGrid1.Fields[i].IsNull then
      Abort;
end;

Saludos.