Ryan Lowe named one change to the starting eleven from the 1-0 win at Stevenage as Danny Mayor, fresh from becoming a parent, replaced Club captain Neil Danns, who was on international duty with Guyana.
The Shakers got off to a good start. Eoghan 'Connell dinked a high ball into Jay O'Shea who hooked it back across goal, but unfortunately, the cross evaded a Bury head.
It was a scrappy affair, and after the opening twenty minutes both sides were struggling to get a real grip on the tie and couldn't keep possession for any spell of time.
Both sides were attacking one another though, with the Shakers getting joy down the wings, while Grimsby were restricted to long-range efforts on Joe Murphy's goal.
Despite a cagey opening to the game, the Shakers began to show why they're closing in on one-hundred goals this season. Nicky Maynard held the ball up well in order to complete a one-two with O'Connell who tried to slip an effort into the bottom corner, but James McKeown was equal to the effort.
There was a test for McKeown as Nicky Adams stood over a free-kick on the left-hand side. He whipped a delivery towards the back stick, giving the Grimsby 'keeper something to think about as he had to come and collect the ball.
The hosts continued having problems when Bury got at them down the sides, this time, a free-kick allowed Adams in on the left. His cross was a good one, but McKeown and his defenders managed to scramble the ball away.
Harry Clifton looked to launch a stoppage-time counter-attack. He charged into a perfect position, but his pass across goal was nowhere near his supporting teammates, leading to the half ending goalless
HALF-TIME: Grimsby Town 0-0 Bury
It was a quick start to the second half from the Shakers, with Grimsby only just keeping their clean sheet intact early on as Scott Wharton almost had the chance to fire home, but the hosts just about managed to clear the ball.
The opening quarter of an hour in the second period saw more action in and around the area from both sides, however, both were struggling to create a chance to break the deadlock.
The Shakers almost made the breakthrough as we entered the final twenty. First, a cross from Caolan Lavery was almost chested into his own goal by Harry Davis. The resulting corner saw the ball fall to Maynard. Bury's top scorer unleashed a fierce strike, but McKeown just about did enough to palm it away.
A quick Grimsby counter saw the ball played to Jake Hessenthaler, who blazed an effort high over Murphy's bar.
Grimsby came close to breaking the deadlock in the final ten with a spectacular effort. Charles Vernam drove at the Bury defence, before firing a long-range effort on goal. Murphy was beaten, but thankfully the shot was just wide.
Gold Omotayo came close to heading home from close range, he got onto the end of a Byron Moore cross, but unfortunately, his header looked to be deflected over the bar.
FULL-TIME: Grimsby Town 0-0 Bury
Attendance: 4375 with 691 travelling Shakers, thanks for your tremendous support today!
Grimsby Town: McKeown (C)(GK), Hall-Johnson (89' Collins), Ring, Ohman, Hessenthaler, Cook (62' Vernam), Clifton, Woolford, Davis, Hendrie, Thomas (76' Rose)
Unused Subs: Russell (GK), Dennis, Grayson, Pollock
Bury: Murphy (GK), Thompson, O'Connell, Adams (C)(64' Moore), Mayor, Rossiter, Wharton, McFadzean (85' Cooney), O'Shea, Lavery (77' Omotayo), Maynard
Unused Subs: Moloney (GK), Stokes, Aimson, Hulme