Wx grid SetCellBackgroundColor() not working as expected

I have the following program to illustrate my problem:

import wx
import wx.grid as gridlib
class MyForm(wx.Frame):
    def __init__(self):
        wx.Frame.__init__(self, None, wx.ID_ANY, "Sample grid")

        self.grid = gridlib.Grid(self)

        self.grid.SetDefaultCellAlignment(wx.ALIGN_CENTRE, wx.ALIGN_CENTRE)

        self.grid.SetColLabelSize(0)            # eliminates spreadsheet-style row & col headers

        self.grid.SetCellBackgroundColour(4, 3, wx.LIGHT_GREY)

        rowHeight = 50
        colWidth  = 50
        for i in range(1,5):
            self.grid.SetRowSize(i, rowHeight)
        for i in range(0,4):
            self.grid.SetColSize(i, colWidth)

        self.grid.Bind(gridlib.EVT_GRID_CELL_LEFT_CLICK, self.GridLeftClick, self.grid)

    def GridLeftClick(self, event):
        col = event.GetCol()
        row = event.GetRow()
        print(f"Got col {col} and row {row}")
        self.grid.SetCellBackgroundColour(row, col, wx.LIGHT_GREY)
app = wx.App()
frame = MyForm().Show()

Everything works as I expect except for the SetCellBackgroundColour in the GridLeftClick event handler. I think the call must be in the right format, since it works when I’m setting up the grid, and the event handler itself is getting called, because I get the print statement there. What else do I need to do to set the background color (or colour) on a left click event?

Calling self.Refresh() (i.e., a refresh of the main window) is what I was missing.