The one things he knows about his job at Elland Road is that disillusionment never lasts for long.
A goalless draw from Leeds' second Yorkshire derby of the week redeemed an inexcusable failure in their first, bringing the club's week to an agreeable end.
Victory would have been the perfect antidote to a poisonous evening three days earlier but, in the aftermath of a 5-2 defeat at Barnsley, a point gained at Doncaster Rovers redeemed it nonetheless.
Doncaster are Yorkshire's foremost Championship club, according to the division as it stands, and Leeds were unable to restructure that hierarchy yesterday, but the spirit that was lacking in Barnsley returned to their bones at the Keepmoat Stadium.
As stalemates go, Leeds will record few as credible this season.
It is not only Doncaster's reputation, their respectable form at home or their position in the Championship play-off positions that should tell United that.
Beyond the result, Grayson saw enough fight, enough confidence and, critically, enough chances to feel that a point was the least his players deserved.
Chances wasted by Davide Somma told in the result, as did a finish from him which succumbed to an offside flag.
Doncaster, too, had their share of the game but, on the back of a resounding defeat of Norwich City, a draw was less of a bonus for their manager, Sean O'Driscoll, than it seemed to be for Grayson.
The DVD of United's visit to Barnsley - a video nasty watched by Leeds prior to last night's fixture - can now be burned in the same bonfire as that used to dispose of past catastrophes at Hereford United, Swindon Town and, more recently, Bury.
Grayson bit the bullet last night by making use of his large squad and what ensued beforehand was, at first glance, a minor bloodbath.
Grayson's rethink after Barnsley amounted to a virtually new defence and an entirely new attack.
Certain withdrawals, like that of Paul Connolly, were down to injury but other choices had a feel of retribution about it.
Luciano Becchio and Lloyd Sam were dropped to allow two other strikers, Somma and Ross McCormack, into United's team.
The pressure to use Somma in particular was unavoidable and Grayson did not ignore it. Twice he might have repaid that decision with a goal before half-time.
Doncaster's prime attacking asset was a player in Billy Sharp who was linked with Leeds continuously before joining Rovers for £1.1million during the summer.
Only by the skin of their teeth did Leeds prevent him from scoring in the first minute.
James Coppinger, the source of a hat-trick in Doncaster's midweek victory over Norwich City, found immediate space on the right wing and swung the ball to the feet of Sharp.
The forward's shot hit the legs of Andrew Hughes and spun over United's crossbar from a position where he seemed likely to beat Shane Higgs.
Grayson's worst nightmare after the concession of five goals at Barnsley was a blow to the ribs inside 60 seconds last night, and Hughes' intervention spared him from it.
With more precision, Aidan White would have picked out Somma at the far post at the end of United's attack and caused Doncaster similar concern but Leeds were content with parity after the first round of sparring.
If that three-minute flurry promised fireworks ahead, the 20 minutes that followed showed a reluctance to catch fire.
Ross McCormack pulled a shot across Neil Sullivan, an effort as tame as James Coppinger's long-range attempt at the other end of the pitch, and Bradley Johnson's sliding tackle on the forward was as compelling a moment as any. It earned him the game's first booking.
It took until midway through the half for Leeds to closely examine Neil Sullivan, their former goalkeeper, but he relied on the frame of his goal to rescue him when they did.
Somma found possession on the edge of Doncaster's box and struck the ball fiercely, driving it through Sullivan's fingertips and onto the bar.
Sullivan was less than impressed with his defence when the rebound reached Somma again and rattled against the advertising boards behind him.
The chances were precisely what the game was asking for. Six minutes later, another ex-Leeds employee, Jon Oster, drove a crossfield pass to Dean Shiels who cut inside Hughes and curled the ball against Higgs' left-hand post.
Those eventful exchanges told the crowd inside the Keepmoat Stadium that an engrossing game was anyone's.
The momentum would have veered towards Doncaster had referee Andy Woolmer booked Johnson for a second time after a risky foul on Oster yards outside United's box, but the even contest before half-time was a vindication of Grayson's team selection.
Alex Bruce, in the centre of his defence, handled Sharp impeccably.
Yet a goalless scoreline at the interval was a frustration after the chance which fell to Somma seven minutes before it.
Johnson broke through the centre circle and released a perfect pass which left Somma eye-to-eye with Sullivan. The keeper dropped down to parry the ball as Somma tried without success to lift a finish over him.
Again, in the second minute of the second half, the striker's accuracy deserted him when he ran onto Kilkenny's through-ball and dragged his shot wide. It was for those sort of moments that Grayson had promoted Somma to his line-up.
Gradel stung Sullivan's palms in the midst of growing pressure from Leeds but the crucial moment arrived in the 73rd minute when Sullivan parried Johnson's shot and Somma slipped the rebound into his net.
Somma ran to take the acclaim of United's fans; as he did, a flag was raised on the far side of the field, saving Doncaster's skin.
Doncaster Rovers: Sullivan, Dumbuya, O'Connor, Martis, Friend, Shiels (Fairhurst 80), Oster (Stock 80), Gillett (Mason 85), M Woods, Coppinger, Sharp. Subs (not used): Lockwood, Wilson, Hird, G Woods.
Leeds United: Higgs, Hughes, Bruce, Collins, White, Gradel (Watt 85), Howson, Kilkenny, Johnson, McCormack (Snodgrass 66), Somma. Subs (not used): Brown, Faye, Naylor, Becchio, Sam.
Referee: A Woolmer (Northants).
Attendance: 13,293.