Well, I have found an silly yet effecient method. Code is demonstrated below:
//------------------------------------------------------
static char buffer[2];
TClipboard* cb=Clipboard();
buffer[0]=c; // c is the char I have just received
buffer[1]=0;
cb->SetTextBuf(buffer);
Memo1->SelStart=Memo1->GetTextLen()-1;
Memo1->PasteFromClipboard();