I just tested it and this works:

SELE childfile
SET ORDER TO TAG lastname
SELE parentfile
SET RELATION TO lastname INTO childfile
*The below code is in the keypress of the last control in the child grid
PROCEDURE text1.KeyPress
	LPARAMETERS nKeyCode, nShiftAltCtrl
	IF (NKEYCODE=13)
		NODEFAULT
		SELE childfile
		SKIP
		IF EOF('childfile') .or. childfile.lastname <> parentfile.lastname
			APPEND BLANK
			REPLACE childfile.lastname WITH parentfile.lastname
		ENDIF
		KEYBOARD '{TAB}'
		KEYBOARD '{DNARROW}'
	ENDIF
ENDPROC

>eof() will not work because the table is in a relation with the parent table so it is not showing all records. The bottom grid row is not the last record in the table.