This answer is based upon my own recollection of books and movies in the Star Wars Universe, as well as references to certain articles and books.
Kenobi shot first
Kenobi did indeed finish off Grievous with a precise, well-aimed blaster shot to the guts. While the movie seem to indicate some level of aiming being done (see screenshot), this may simply be one interpretation.
Thus, we turn to the novelisation of ROTS, for more info. The following passage is said shot being made, from the perspective of Master Kenobi:
As the bio-droid loomed over him, electrostaff raised for the
kill, the hold-out blaster flipped from the deck into Obi-Wan's
palm, and with no hesitation, no second thoughts, not even the
faintest pause to savor his victory, he pulled the trigger.
The bolt ripped into the synthskin sac.
-Stover M., Revenge of the Sith, Ch. 15, p. 273.
This implies that the shot was not made with any deliberate thought, but simply made instinctively which, as we know, usually works really well when augmented by the force. While there is no explicit reference to Kenobi using the force to guide his aim, I'd say it's indicated that it did.
As such, I would say that Kenobi did not receive any extensive training in using a blaster.
Did other jedi learn to shoot blasters?
The Jedi Path, by Daniel Wallace et al., does not mention the use of Blasters or any kind of ranged weapon in the Jedi Training, as stated by @Richard in the comments. This indicates, if not proves, that Jedi do not receive any formal training with blasters. I would guess that their knowledge of blasters compares to an average adult's understanding of using firearms in our universe (i.e. point and pull the trigger) and perhaps a bit more, given that they are peace-keepers AND warriors.
There are, however, jedi who are proficient, if not highly skilled, in using blasters, for various reasons.
Kyle Katarn, who started out as an Imperial Stormtrooper, certainly knew how to use one. As did Luke Skywalker, growing up on a desert planet with an aptitude for adventures, at least to some degree. There are of course more examples through the history of the Star Wars Universe (I can provide a more comprehensive list, if you wish?).