Rochdale boosted their hopes of securing the League Two title with a 4-1 victory as Chris Dagnall's hat-trick dealt a blow to Grimsby's fight for survival.
The visitors started brightly but were undone in the 17th minute when Ciaran Toner's cross was headed home by Joe Thompson.
The hosts doubled their advantage within two minutes when Jude Stirling allowed a high punt forward to bounce on the edge of the area, Dagnall pouncing on the loose ball to fire past Colgan.
The contest was as good as over in the 41st minute when Rochdale scored a third, O'Grady teeing up Dagnall for his second of the afternoon.
The visitors were rewarded for their hard work just two minutes later though when they pulled one back as Ashley Chambers converted Jean-Louis Akpa Akpro's header across the face of goal.
Grimsby pushed forward at the start of the second period and Rochdale goalkeeper Frank Fielding did well to save Michael Coulson's 67th-minute effort.
At the other end, Colgan did well to parry efforts from Dagnall and Kallum Higginbotham but in the 90th minute Higginbotham's through pass was picked up by Dagnall and he stroked the ball past Colgan to complete his hat-trick.
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