But a minute later Grimsby hit back when Peter Sweeney rifled in a fine volley to give his side a well-earned consolation.
"I was pleased that Killa (Kilkenny) got on the score-sheet. It was an excellent strike and he affected the game again," said Grayson.
"I was delighted with the result. We played some decent stuff and the goals came at the right times.
"At 3-0 we thought we were comfortable and then Peter Sweeney scored an absolutely world-class goal, but we kept our composure to see out the game and win through to the next round."