Oh heck! Now I'm stumped. I was kind of hoping someone would come back
with a "No you can't do that - you'll have to find another way." Then
I'd go ahead and use the Worksheet_Change event on each sheet. Now
I've got to find out why this works for you and not for me or I won't
sleep all weekend.

Security settings?
My security level = Medium
Trusted Publishers...
Trust all installed Add-Ins and templates = ticked
Trust access to Visual Basic Project = ticked

And hey I'm trying to make life easier for my users not stomp all over
their beloved TLA's (hence the alternative). You're a hard man Dave
Peterson. ?;^)