Azure AD Authentication is the only option for sending events to a secured service from Event Grid. Additionally, Managed Identity is available because of this.
For other kinds of authentication protecting your services, you could front them with Azure API Management. APIM would provide the required AAD Authentication for Event Grid while handling the authentication required for your services like client certificate, basic, etc. with appropriate policies.
Also, if the required validation handshake is not implemented in your services, you could leverage this APIM policy snippet.