A six-goal second half ensured a dull first half was forgotten, with the game ending 3-3 at Selhurst Park.
An ill advised backpass opened Grimsby's account. Goalkeeper Kelvin Davis was out under instant pressure and his clearance fell to Terry Cooke on the right.
The pin-point cross found debutant Mick Boulding, on loan from Aston Villa. He was perfectly placed and his ungainly stoop gave him a header that eluded the goalkeeper.
For the Dons Patrick Agyemang used a repertoire of tricks none more scintillating than the one that fooled Cooke in the 10th minute. With his back to goal he managed to get the ball over his own head, stranded the defender and ran through to bring a save out of Danny Coyne.
The second half opened with the Dons forcing six corners by the 54th minute. Grimsby substituted Stacey Coldicott with Darren Barnard who gave the Mariners a bit of bite.
Grimsby soaked up the pressure and surprisingly increased their lead. A hopeful punt was half cleared from the Wimbledon box and it reached Stuart Campbell, who volleyed from distance and the deflected effort flew beyond the stranded Davis.
The Dons comeback started in earnest in the 67th minute. Agyemang claimed a goal that went goalwards and was cleared before hitting him and going back into the net.
The equaliser was more orthodox, Neil Shipperley flicked the ball into the box and Jermaine Darlington steered the ball home via the post.
Campbell restored Grimsby's lead courtesy of Darren Mansaram's cross coming in from the left.
But, there was one last roll of the dice and once again Agyemang was involved. He drilled a ball into Grimsby's box for Damien Francis to get on the end of and equalise for the second and final time.