City are out of the FA Cup thanks to Grigg's goal.
He said at the final whistle: "It is brilliant. It was a nice easy game for us - no it was an unbelievable performance by the lads.
"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."
Former Wigan boss Roberto Martinez was delighted for his old club.
The Belgium coach declared: "We said it before, if it was a league game, we couldn't see them winning, but this is the cup. The FA Cup is without doubt the best cup competition in world football.
"An incredible story, and look at the celebrations from the Wigan fans and players."