Their match winner was striker Junior Agogo, who had a quiet game but was on hand to score both goals to send his side through.
But there was a big controversy about both goals. The first on 27 minutes came with Grimsby central defender Robert Jones down injured, but play continued and, when fellow striker Richard Walker crossed the ball into the middle, Agogo had the simplest task of scoring from close range.
It was clearly a serious injury and after the game it was revealed that Jones has been booked in to see a specialist next week.
For the winner on 85 minutes there looked to be a foul on a Grimsby player, but nothing was given, although a shot from midfielder Craig Disley looked to be going wide, Agogo turned it in again from close range.
After a poor first half, Grimsby came out strongly with the elements in their favour. They were level within four minutes of the restart with an Andy Parkinson cross only half cleared by keeper Scott Shearer and, when midfielder Paul Bolland put the ball back into the box, striker Gary Jones turned it in from close range.
After that the home side looked the likeliest winners although there was a scare on 79 minutes when Agogo burst clear only to be denied by a superb one-handed save from Steve Mildenhall.
Although there were four minutes of injury time, Grimsby rarely looked like getting a second equaliser and Rovers held on fairly comfortably to give caretaker boss Paul Trollope a win in probably his last game in charge.
It was also fine revenge for Rovers who had lost at home to Grimsby in the first home game of the league season back in August.