Pompey have lurched from one financial crisis to another, before eventually slipping into administration which resulted in them being docked nine points by the Premier League and ended with relegation to the Championship.
The future of the club remains unclear, and Grant has yet to commit himself to stay on unless guarantees are given.
However, for now, the Israeli coach is happy to focus only on getting what would be an extraordinary result against his old club at Wembley on Saturday.
"It is all very exciting, and there is no need to be nervous," he said.
"We have come a long way in difficult circumstances, we are trying to enjoy it in this final week.
"We deserve to have this week of not having to think about the bad things which have happened this season.
"This season, we did not know what would happen in the next day, but I knew we would never give up and would fight."
Chelsea stormed to the Premier League title with an 8-0 demolition of Wigan on Sunday.
Grant quipped: "We have the navy base here, and we have called the soldiers and said to them: 'you must stop Chelsea before they are coming'."
The Pompey manager, though, will take the challenge in his stride.
"Chelsea have played well in the last month, scoring lots of goals, but we just have to stay positive," he said.
"We are going to Wembley against the champions, the whole of the league is between us, but we have to go there and perform.
"Chelsea are a very good team, the best squad in England and will come in a good mood, but we want to do our job."
Whatever happens at Wembley, Grant admits the decision over his future will not be an easy one.
"I have fallen in love with this club because I see the passion, how the fans are behind this team," he said.
"The fans are the identity of the club - to see the passion and the emotions, the commitment, the loyalty around, this is a love story."
Grant declared: "The story of the season is Portsmouth.
"The priority of the big teams is the Champions League and then the Premier League - after that, they take the cup.
"Everyone will remember that, despite everything, Portsmouth made it to the final, as they did 37 years ago when Sunderland beat Leeds, this is the story of the FA Cup."
Portsmouth - who beat Tottenham and former manager Harry Redknapp in the semi-final - have a few injury concerns ahead of Saturday's return to Wembley.
On-loan midfielder Jamie O'Hara - who was ineligible for the clash against his parent club - will need painkilling injections to combat a stress fracture in his back, and is a major doubt.
Richard Hughes suffered a hamstring injury against Wolves, but the ongoing fitness battle of his squad is nothing new for Grant.
"Like it was before the semi-final, we do not know anything yet about the fitness of the players," he said.
"Even if Jamie O'Hara is fit, he will not be fit at 100% - but we are used to it this season, so we will have to wait and see."