After beating high flying Waterlooville at home in the league on the Saturday, United went out of the Southern League Cup despite a brave performance.
Dennis Benskin broke through to put Grantham ahead on 10 minutes before Vince Melisi equalised on 30 minutes after a good move down the right.
The Ducks did well to contain the visitors and in fact played the better football for much of the game, especially in a competitive second half.
Vince Mazurek continued his run of saving spot kicks with a penalty save on 85 minutes, but Platt won it for Grantham right on full time.
David Figg