And just as in their last away game the Shakers came from behind at half-time to score twice in the second half to net all three points.
And on the overall run of play Bury were too good for an injury-hit Grimsby side, who never got going in the second half after taking the lead on half an hour.
The goal came when the referee played a good advantage for a foul on striker Adrian Forbes and Adam Proudlock went through to shoot under keeper Mark Tyler for his fifth goal of the season.
Bury had their first-half chances and Stephen Dawson, Mike Jones and Andy Morrell all might have done better.
But the game turned inside the opening 20 minutes of the second half.
After the lively Andy Bishop had a shot beaten away on 52 minutes he made no mistake two minutes later.
Good work by the tricky Elliott Bennett set up Bishop and his shot went in despite keeper Phil Barnes getting a touch.
Ten minutes later Bishop had a shot pushed out by Barnes and Morrell made no mistake from close range to put the visitors ahead.
After that Grimsby briefly threatened when a free-kick from midfielder Danny Boshell was inches wide, but Bury always threatened on the break and Morrell had a fine shot brilliantly turned away by Barnes before making way for sub Glynn Hurst.