Jermaine Beckford's 32nd goal of the season along with strikes from Neil Kilkenny and Luciano Becchio helped the Whites to their 10th straight home success.
And despite them needing to lose their last two games by astronomical scorelines in order to surrender their top-six finish, Grayson wants his players to keep going.
"Mathematically we are not guaranteed anything and in football you can't count your chickens, but we are nearly there," he said.
"We knew Tranmere would be a handful and they certainly caused us problems at times but Casper Ankergren made a great one-handed save in the second half when the game was finely balanced.
"Full credit to the players. We rode our luck at times but came out with the three points."