Rovers manager Paul Ince made eight changes to his starting line-up following the weekend draw against Hull and saw the visitors grab a deserved early lead through Tom Newey's curling free-kick.
However, after striker Carlos Villanueva found an equaliser within 10 minutes that his lively debut deserved, Rovers emphasised their superiority thanks to further first-half goals from Matt Derbyshire and Brett Emerton.
Derbyshire added his second after the break and squandering a couple of gilt-edged chances to complete his hat-trick.
• Ince sticks with his star names
Only Ryan Nelsen, Morten Gamst Pedersen and Aaron Mokoena remained from Saturday's 1-1 draw with Hull, which meant a debut for striker Carlos Villanueva, on a season-long loan from Chilean side Audax Italiano, while star striker Roque Santa Cruz was named on the bench as a precaution.
Town manager Alan Buckley saw his side lose to Ince's MK Dons side last year in both League Two encounters and also the final of the Johnstone's Paint Trophy, but delivered the first blow of this encounter when his side took a shock early lead.
Villanueva gave away a needless free-kick 25 yards out, and left-back Newey curled a beautiful shot beyond the fingertips of goalkeeper Jason Brown and into the net off the crossbar to the delight of the travelling contingent.
Rovers were looking understandably disjointed given the amount of upheaval in their team selection, although they showed great character to get back on level terms within 10 minutes.
Villanueva, perhaps with a point to prove after his role in Town's opener, collected the ball deep in the visitors' half, took a neat touch, and found the far corner of the net with unerring accuracy despite Phil Barnes' despairing dive.
Villanueva, who had seen the start of his Rovers career hampered by a bout of chickenpox, was understandably itching to show his worth to the home fans, and the Chilean player of the year had a big hand in Blackburn taking the lead on the half-hour mark.
Again afforded too much time and space on the edge of the penalty area, Villanueva fired in a shot which was parried by Barnes after taking a horrible deflection off Newey, only for Derbyshire to prod home from a couple of yards.
The new boy nearly made it 3-1 five minutes later when a fizzing left-footed effort beat Barnes but flew just wide of the right-hand upright.
Rovers, after a shaky start, were in full flow and Emerton grabbed their third goal in the 39th minute from the edge of the area after Derbyshire had rolled the ball into his path.
The Australian very nearly scored again within a minute after his thundering volley forced a stunning save from Barnes at the expense of a corner.
Rovers were full value for their lead at the halfway mark, but Town again came quickly out of the blocks and nearly responded within 30 seconds of the restart when Nick Hegarty cut through the middle only for Brown to deny him at his feet.
The visitors were made to pay for their profligacy when Rovers sealed their passage into the next round in the 55th minute when Pedersen's cross from the left was met smartly by Derbyshire at the near post to leave Barnes with no chance.
Town boss Alan Buckley threw on Andy Taylor and Martin Butler with 25 minutes remaining, while Ince responded by withdrawing skipper Nelsen and replacing him with Alan Judge.
Rovers were then denied a fifth goal when Villanueva's cross found Pedersen six yards out, only for Barnes to pull off a stunning point-blank save.
Derbyshire did find the back of the net seconds later with a firm header but his celebrations were curtailed by the offside flag.
Paul Gallagher and Marcus Marshall replaced Emerton and Pedersen for Rovers in the closing stages, and Gallagher nearly grabbed a late goal only - for Barnes to keep out his shot from 15 yards and then the follow-up from Derbyshire.
There was still time for man-of-the-match Villanueva to strike the bar with another lovely free-kick which, for once, had the impressive Barnes clutching thin air, before the keeper again thwarted Derbyshire with another flying stop.
Ince sticks with his star namesPaul Ince watched his much-changed Blackburn side comfortably see off Grimsby
in the second round of the Carling Cup - then admitted none of them had played
their way into his plans for Saturday's trip to West Ham.
When asked if he had been given something to think about, Ince replied: 'Not
at all, to be fair. When you win at Everton and draw at home to pick up four points, you don't
change your side around a bit.
'But there are certainly one or two that have shown if it's not going well on
Saturday, which I hope is not the case, then I can put them on and they could
change the game.'
Despite going behind early on, Rovers' passage into the next round was never in
doubt and, but for a marvellous goalkeeping performance from Grimsby stopper
Phil Barnes, it could have been a rout.
'We started off very slow, but it was always a game that could potentially
have been a banana skin,' Ince added. 'After 20 minutes we looked out of sorts, until Carlos created a bit of magic
and got us back to 1-1.
'When that one went in, I felt more at ease then. The whole lads played well
in the second half. We could have had eight or nine to be honest and that's not being
disrespectful to Grimsby, because they've come here and had a go at us and, at
times, caused us problems.
'But, at the end of the day they got tired, which you'd expect being a League
Two side, and I think our quality shone through in the end.'
Grimsby manager Alan Buckley was proud of his team despite the scoreline, but
believes they did not show enough belief in themselves when they had a foothold
in the game.
Buckley, who saw his side lose to Ince's MK Dons side last year in both League
Two encounters and also the final of the Johnstone's Paint Trophy, admitted:
'It was always going to be a difficult game.
'At one time you'd come to a place like Blackburn and they'd have 14 or 15 top
players in the squad, but now they seem to have 22 or 23 - so whatever team they
had put out, we'd have been up against it.
'But at 1-1 I thought we looked a bit threatening, and I thought for 10
minutes we were in control and looked quite comfortable. I've got no complaints about our work-rate, but I think we have got to have a
bit more belief in ourselves.
'I think we did reasonably well but we didn't have enough belief in ourselves
when we had the ball, and we needed a bit more cut and thrust.
'But we have to put into perspective what we've played against - very, very
talented players.'
Blackburn Rovers 4 - 1 Grimsby Town
