It's seem that ForeighKey always use GridForeignKey.cshtml…
I try to decorate the attribute UIHint with another cshtml (Shared/EditorTemplates) and it's not working. My dropdown list in the grid always use GridForeignKey.cshtml.
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Indeed, internally, the Grid ForeignKey column will use a default DropDown editor, and thus the observed behavior will occur. Having this in mind, the ForeignKey() method has an overload, where you can specify that the column should use a server editor ("useServerEditor" boolean parameter):
For your convenience, I am also attaching a runnable sample that showcases the mentioned above. Please give the suggestion a try and let me know how it works out for you.