Grigg fired the only goal in the 79th minute at the DW Stadium after pouncing on a defensive blunder by Kyle Walker.
Wigan saw just 17 per cent of the ball but the Northern Ireland forward’s strike was enough to end Pep Guardiola’s hopes of an historic quadruple.
“It is brilliant,” Grigg told the BBC after the final whistle.
“It was a nice, easy game for us – no it was an unbelievable performance by the lads.
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“I caught the offside trap and it was a nice little race with Kyle Walker.
“I am a goalscorer, if I get a chance I’ll score them.
“The FA Cup has been brilliant to me.”
The game ended in controversy as jubilant Wigan fans invaded the pitch while advertising hoardings appeared to be thrown at the police and stewards from the City end.
Sergio Aguero was caught up in an incident with a fan, and discussing the ugly scenes, Wigan chairman David Sharpe said: “It is not nice to see, football is emotional, it is what it does to fans. But I don’t like to see this at the end of the game.
“It is a massive result, but we have to stay classy in football, I don’t like what I am seeing here.”