They had to come from behind to secure the victory and in doing so they became the first side to win a home leg at any level of the play-offs this season.
They deserved their 1-0 lead from the first leg on Saturday and they were the better side until Lincoln levelled the tie midway the first half.
Imps striker Marvin Robinson and Grimsby's colossus defender Rob Jones collided with their heads and while Robinson was able to recover and play on Rob Jones took no further part in the contest.
And before substitute Ben Futcher could come on against his old club, City scored while Grimsby were still down to ten men. It was Robinson who inflicted the blow with a stooping header from a left-wing free-kick.
At half-time it was 1-1 on aggregate and still anyone's game but Grimsby came out strongly at the start of the second half.
Futcher came close when heading a free-kick onto the roof of the net on 53 minutes but he made no mistake seven minutes later.
A well-worked corner routine saw the ball returned into the middle where it was neatly turned in by Futcher who showed a good striker's instinct.
With Grimsby 2-1 ahead on aggregate Lincoln roared back with their best spell of the game. But the decisive goal fell to the Mariners.
With nine minutes remaining excellent right-back Gary Croft was brought down in full flight and a pin-point Curtis Woodhouse free-kick was headed in by Gary Jones for his 17th goal of the season.
Gary Jones then got himself sent off in added time for leading with his elbow on Lincoln defender Gareth McAuley which means he will miss the final on the 28th May.
The final whistle three minutes later signalled a pitch invasion from the delighted home supporters and shortly after the final whistle the victorious Grimsby players emerged into the Main Stand to take further applause.