WPF XAML Template from code fails if it contains eventhandler

Question

I am loading datatemplates to my TabControl dynamicly at runtime. For each tab im displaying the proper datagrid for that type using ContentTemplateSelector="{StaticResource DetailsDataGridTemplateSelector}" I need to register KeyDown on the datagrid within the template. This works if used in xaml of cource. But when trying to parse xaml in run-time it fails for:

KeyDown=""DataGrid_KeyDown""

    public DataTemplate CreateTemplate(IEnumerable<string> model)
    {
       
        string xamlTemplate = $@"<DataTemplate>                    
        <DataGrid ItemsSource=""{{Binding Items}}"" AutoGenerateColumns=""False"" 
                  SelectionMode=""Extended"" SelectionUnit=""Cell"" KeyDown=""DataGrid_KeyDown"">
        <DataGrid.Columns> ";
        foreach (var prop in model)
        {
            xamlTemplate += $@"<DataGridTextColumn Header=""{prop}"" Binding=""{{Binding {prop}, 
            UpdateSourceTrigger=PropertyChanged}}""/>";
        }
        xamlTemplate += @"</DataGrid.Columns>
                </DataGrid>
            </DataTemplate>";

        var context = new ParserContext();
        context.XmlnsDictionary.Add("", "http://schemas.microsoft.com/winfx/2006/xaml/presentation");
        context.XmlnsDictionary.Add("x", "http://schemas.microsoft.com/winfx/2006/xaml");
        
        var template = (DataTemplate)XamlReader.Parse(xamlTemplate, context);
        return template;
    }

System.Windows.Markup.XamlParseException: ''Failed to create a 'KeyDown' from the text 'DataGrid_KeyDown'.' Line number '2' and line position '127'.' ArgumentException: Cannot bind to the target method because its signature is not compatible with that of the delegate type.

How can I attach a keydown event handler for the control inside the template when parsing at runtime?