After two recent heavy home defeats Bury did show a bit more fight, especially in the second-half, but they always faced an up-hill task after shipping two goals to the Mariners before the break.
The opening goal on 10 minutes was a bit of a fluke with striker Danny North crossing from the left with the ball evading everybody and ending up in the back of the net.
But there was nothing lucky about the clincher on 24 minutes. A free kick was only half cleared, but it was returned high into the net with a terrific volley from midfielder Ciaran Toner for his fourth goal in six games.
Bury had had their share of play but in the end were lucky to go in just two goals adrift at half-time. Twice in added time the Mariners went close to further goals as they started to play some attractive, passing football.
The second half was much of an anti-climax with Grimsby not in the mood to do anything silly and without having to push forward for more goals.
The best two chances of the half fell to the visitors. Firstly leading scorer Andy Bishop fired in low from the right but keeper Phil Barnes did well to turn it round for a corner.
And then there was an even better chance for on-loan debutante Jason Kennedy. But the young Middlesbrough midfielder's close-range shot was a weak one and Barnes was able to parry comfortably.
Bury brought on experienced sub Glynn Hurst for Tony Bedeau midway through the half but it made no difference as the visitors showed little idea when it came to being in front of goal.
Grimsby defended solidly with central defenders Nick Fenton and Justin Whittle a continuous thorn in the side of a Bury team who need to find a victory from somewhere.