Dajaune Brown had put Dale ahead in the first half, before two goals after the break put the visitors ahead.
However, our all-time leading goalscorer added another to his tally in the 88th minute to secure a point.
Ian Watson made one change from the team that started at Crewe Alexandra on Saturday, with Ed Francis replacing Kane Taylor in midfield.
It was a fairly even opening to proceedings, with Aden Flint on hand to put in a superb block on Iwan Morgan’s effort inside the Dale area, whilst the defender then saw a header from a corner held by Grimsby goalkeeper Christy Pym.
Cian Hayes fired a volley from a difficult height over and had another strike comfortably held by Pym, whilst Sam Waller was equal to Jamie Walker’s shot.
The Mariners began to build up a head of steam after the half-hour mark, as Kieran Green shot wide and glanced a header over, before Waller dived to his left to push Charles Vernam’s curling shot wide. The goalkeeper also had to be on hand from the resulting corner to turn Justin Amaluzor’s header over.
However, it was Dale who opened the scoring, and in fine fashion too. Baba Adeeko found space in midfield and clipped a fine ball out to Glenn Middleton, who turned on the afterburns before delivering an inch-perfect cross for Brown, who turned home on the slide.
Watson’s men took that lead into the break, but just 12 minutes into the second period, the visitors equalised. A cross from the right was nodded goalwards by Andy Cook, and despite Waller’s excellent reaction save, Green was there to nod home the follow-up from close range.
Hayes saw a shot blocked in response and Morgan fired over Waller’s goal, before the visitors took the lead as the game entered the final 20 minutes.
Waller got an initial hand to a Grimsby corner, but he could only send it as far as Walker, who fired home through a number of bodies from the edge of the area.
Géza Dávid Turi sent a shot wide and some heroic Dale defending denied Cook on the goal line, as he looked certain to seal it for Grimsby.
However, seven minutes after his introduction as a substitute, Henderson dragged Dale level, turning home Charlie Tasker’s cross from the right after a surging run forward from the full-back.
The 41-year-old almost turned provider moments later. After neat footwork in the middle of the park, he released Brown with a perfectly weighted through ball, but the striker fired over from the edge of the area.
Middleton a strike deflected agonisingly wide in added time, and Flint headed narrowly wide from the corner, before Waller made a stunning one-handed save late on to deny Cian Doyle’s goal bound effort, which ultimately earned Dale a point.
Dale XI | Waller, Tasker, Wilson, Hayes (75’ Hannant), Gilmour ©, Adebayo-Rowling (46’ Taylor (81’ Henderson)), Francis, Adeeko (65’ Beckwith), Brown, Flint, Middleton.
Unused subs | Spaven, Silcott-Duberry, Sherring.
Scorers | 39’ Brown, 88’ Henderson.
Grimsby Town XI | Pym, Kacurri, Green ©, Rodgers, Walker (76’ Doyle), Morgan (89’ F Cartwright), Foulkes, Amaluzor (76’ Finch), Turi, Vernam, Cook.
Unused subs | H Cartwright, Reynolds, Brown, Golding.
Scorers | 57’ Green, 72’ Walker.
Attendance | 3,612 (874 away).
