Grigg scored from close range after a fine low cross from Dean Bowditch had created the chance in the 32nd minute
Walsall made a lively start and were ahead after eight minutes, Jordy Hiwula combined with Andy Taylor who whipped over a fine cross from the left which Tom Bradshaw headed into the net with goalkeeper David Martin off his line. It was Bradshaw’s 16th goal of the season.
But gradually the Dons midfield began to take over, and they were rewarded with Grigg’s leveller.
The Saddlers piled on the pressure after that but could not finish off some decent moves, and Romaine Sawyers missed a chance to restore their lead when he shot wide from a good position in the 42nd minute before.
Both sides went looking for the winner in the second half and Walsall skipper Adam Chambers was unlucky to see a powerful header cleared off the line on the hour mark.