He feels that can only help as Rovers try to end United's 14-match run without conceding a goal in the Premier League.
"It's a very big challenge, but I've had many of those before in my career," said Grella.
"I've had to face playing with a smaller team than Blackburn against the likes of AC Milan at the San Siro - and I've beaten them.
"I've played against Inter Milan another year with Empoli and beat them.
"Going into those games everyone probably thought 'Here we go again, another 4-0' - but we beat them.
"Blackburn in the past have beaten United at Old Trafford, and a lot will depend on whether we have that personality to go to Old Trafford and do more than just sit on the ropes and be belted."
This is one of the matches Grella had been eagerly anticipating since moving from Italy last year, and he is not especially concerned by United's record-breaking run of clean sheets.
He is, however, an admirer of the club and their players.
"I've been looking forward to it since I came over," he added.
"It is going to be a tough game. But all games start at 0-0, so the opportunity is there to get something out of it - and it just depends on our mentality.
"The numbers (of clean sheets) don't lie. but football is a funny game, and sometimes things can happen that go against the numbers.
"But United are a fantastic team, and the crown of world champions just tops off the way they are playing at the moment.
"They have a lot of options all over the pitch, and I think that helps.
"Players like Ryan Giggs, Paul Scholes and Gary Neville that can stay at that level and still have that winning mentality for so long are unbelievable.
"I really admire these players and their manager, for staying at their club for so long and always wanting to be a winner and get better and better.
"That is what should be written in the 'way-to-play' manuals."
Blackburn's hopes of keeping a clean sheet tonight have been dented by the loss of centre-half Chris Samba to suspension, while right-back Danny Simpson is ineligible to play against his parent club.
Man. Utd 1/4
, Draw 9/2
, Blackburn 12/1