How to add data to the columns PickList property of a TDBGrid at runtime

Problem/Question/Abstract:

How can we add data (say, x, y, z) to a DBGrid Column's PickList property at runtime?

Answer:

To add to the third column:

DBGrid1.Columns[2].PickList.Add('x');
DBGrid1.Columns[2].PickList.Add('y');
DBGrid1.Columns[2].PickList.Add('z');