JSFiddle - React, Tailwind, and code Playground

HTML

<div id="gridpuzzleouter"></div>

JavaScript

sqStringTemp = "test";
sqHTML = "<div id=\"" + sqStringTemp + "\" class=\"puzzlesquare\"><input type=\"text\" class=\"puzzlesquareinput\" maxlength=\"1\" style=\"text-transform: uppercase\"/></div>";
jQuery("#gridpuzzleouter").append(sqHTML);

jQuery(".puzzlesquareinput").on('keydown', '', function () {
    alert("keydown...");
});