THere are two things wrong here, and I suspect they are related.
The first is that you are converting a perfectly good DateTime value to a string and sending that to SQL via string concatenation - and that implies that the rest of your code uses concatenation as well. That's dangerous, very dangerous! Never concatenate strings to build a SQL command. It leaves you wide open to accidental or deliberate SQL Injection attack which can destroy your entire database. Use Parametrized queries instead.
When you concatenate strings, you cause problems because SQL receives commands like:
SELECT * FROM MyTable WHERE StreetAddress = 'Baker's Wood'
The quote the user added terminates the string as far as SQL is concerned and you get problems. But it could be worse. If I come along and type this instead: "x';DROP TABLE MyTable;--" Then SQL receives a very different command:
SELECT * FROM MyTable WHERE StreetAddress = 'x';DROP TABLE MyTable;
Which SQL sees as three separate commands:
SELECT * FROM MyTable WHERE StreetAddress = 'x';
A perfectly valid SELECT
DROP TABLE MyTable;
A perfectly valid "delete the table" command
And everything else is a comment.
So it does: selects any matching rows, deletes the table from the DB, and ignores anything else.
So ALWAYS use parameterized queries! Or be prepared to restore your DB from backup frequently. You do take backups regularly, don't you?
The second is that the conversion to a string implies that you are storing your dates in the DB as string values - and that's a bad idea as well. If you use DATE, DATETIME, or DATETIME2 columns instead, then you can apply a format to the DataGrid which will automatically display the DateTime value from the DB directly in any format you want. As a string, it gets a lot more complicated, because you need to parse the date to a DateTime first, and then format it back to a string for display and that gets very messy - because I guarantee you that somehow an invalid date will get into your DB - it always does - and you have to allow for that in your parsing.
Sort out your SQL Injection as a very high priority, and then get your DB right - then start thinking about display formats!