Closing a GTK_WINDOW_POPUP?

[The Devils Jester <thedevilsjester gmail com>]

I am sure this question has been asked and answered a dozen times, but my
search-fu is failing me.

I want to use GTK_WINDOW_POPUP to create a small window that will
close/hide when someone clicks anywhere other than the popup.  What is a
good way to do this with GTK3 since a GTK_WINDOW_POPUP does not have focus?