A point would have likely guaranteed already-promoted Latics would go up as champions, ahead of north-west rivals Blackburn, and they sealed it in style when Grigg slotted home 15 minutes from time.
Rovers boss Darren Ferguson did not attend his side's final home game of the season due to "family reasons".
Blackburn, who were also already guaranteed automatic promotion, beat Oxford 2-1, but had to settle for second place.
After the game Rovers announced a number of players will be leaving the Keepmoat, including Mathieu Baudry, Reece Fielding, Tyler Walker, Craig Alcock, Cedric Evina and Andy Williams.
James Coppinger will be offered a new deal, but Liam Mandeville, Tyler Garratt and Mitchell Lund have all been made available for transfer.