But the Bantams’ chief must still be mightily relieved that he opted for Valley Parade in the depths of winter and not Milton Keynes Dons.
Had he accepted the invitation from Peter Winkelman to take charge then chances are the 48-year-old would today be reflecting on a season that has brought two relegations.
Instead, Grayson, unable to stop the rot at the mess that is Sunderland after being appointed last summer, was the man who effectively condemned the Dons to the drop due to a six-point deficit on fifth-bottom Walsall being compounded by a vastly inferior goal difference.
Goals either side of half-time from Timthoee Dieng and Nathaniel Knight-Percival were enough to extend City’s unbeaten run at home to four games.
After the desperate ten weeks or so under, first, Stuart McCall and then Grayson that totally derailed what had been shaping up to be a hugely promising campaign, such a turnaround has been most welcome.
With Southend United and Walsall to visit Bradford in the next week the strong finish that Grayson is demanding may well be on. It will be a small consolation, but a consolation, nevertheless – and something to build on come the summer when a decision has to be made concerning Grayson’s future.
What also needs addressing by the Bantams’ hierarchy is the dreadful state of the pitch.
Once again the drains struggled to cope with a daytime downpour that left the surface so heavy in places that one wag joked at kick-off that Bradford were attacking the shallow end.
Mercifully the rain took a break early in proceedings before eventually resuming approaching the interval and that meant any anticipated problems – this fixture having been postponed a couple of hours before kick-off in March – never materialised.
Much had changed since that scheduled March 10 clash. For a start, City’s season was still alive back then even though they were in a truly horrible run of form.
Grayson had also not taken charge of a home game since succeeding McCall, but one thing that did seem to have evaporated since that postponement was any belief among the MK Dons fans that their side could stay up.
Just 111 made the trip up the M1 and they must have been questioning why they had bothered when the hosts went ahead in the 12th minute.
Tony McMahon’s corner created the opportunity, Dieng rising highest above a scrum of players at the back post to head goalwards.
Charlie Wyke threw himself at the ball as it crossed the line, but Dieng quickly made it clear the goal belonged to him.
The breakthrough came five minutes after the Dons had gone agonisingly close at the other end from a corner. Chuks Aneke met an excellent delivery from Callum Brittain to power a header that crashed against the crossbar. Ed Upson could then only head the rebound into the hands of Colin Doyle.
City pushed for a second goal as Alex Gilliead dragged a shot wide and then Wieger Sietsma acrobatically touched over a volley from Kai Bruenker.
The German striker had an even better chance nine minutes after the restart when set up by Callum Guy, but he blazed high and wide.
MK Dons, despite their perilous position in the table, offered plenty of attacking threat and Marcus Tavernier was unlucky to see his shot squirm agonisingly wide after a smart turn inside the penalty area.
Josh Tymon, the former Hull City wideman, brought a smart save from Doyle early in the second half before Aneke headed narrowly wide on the hour.
As time started to run out for the visitors Upson drilled a shot well wide from 30 yards when a couple of team-mates were better positioned.
Doyle then displayed some quick footwork to skip past the on-rushing Tavernier before City made the game safe ten minutes from time.
McMahon’s set-piece delivery again did the trick as goalkeeper Sietsma made a total hash of collecting the ball to present Knight-Percival with a chance he took gleefully.
There was still time for McMahon to curl a free-kick against the crossbar and Wyke to see an effort on the rebound hacked off the line.
Bradford, however, had done enough to leave Grayson mightily relieved that he had not been tempted by Winkelman’s offer back in January.
Bradford City: Doyle; McMahon, Knight-Percival, Kilgallon, Warnock; Gilliead (McCartan 90), Dieng, Guy, Lund (Law 70); Bruenker (Poleon 88), Wyke. Unused substitutes: Raeder, Chicksen, Vincelot, Patrick.
Milton Keynes Dons: Sietsma; Williams, Ward, Golbourne; Brittain (Thomas-Asante 75), Tavernier (Agard 85), Upson, Cisse, Tymon; Ugbo (Muirhead 64), Aneke. Unused substitutes: Jones, Lewington, Wootton, Reo-Coker.
Referee: B Toner (Lancashire).