First Martin Gritton seized a free kick at the base of the post to level the scores as a powerful challenge laid him out, and then the last of his numerous corners set up their win.
As it came across Gritton headed on and defender Rob Jones, who had joined in the assault on the home goal out-jumped the defenders to claim the winner.
An extraordinary opening fifteen minutes had earlier left Rovers wondering how they were still in the game instead of being three down, but the final defeat was still bitter.
Rovers made two appalling defensive blunders in that early spell. The first by Christian Edwards stepping up leaving Michael Reddy for a clear run on goal.
His shot rebounded away from the keepers' legs to Andy Parkinson, who was left holding his head in shame as his pop at an open goal flew too high.
A minute later another Rovers defender Steve Elliot put Parkinson in, this time the shot was scrambled away for a corner.
Grimsby's impressive skipper, John McDermott knocked that one deep to the tall figure of Jones outside the back post.
Although he was to grab the late winner, his downward header here should have been tucked away.
Again a leg saved Rovers at the cost of another corner; there were seven of them in the first half hour.
The chances were not all one-sided, Agogo was having a lively night as Rovers' main striker and Simon Ramsden had to be well on his game to keep him under control.
Home celebrations were cut short when Richard Walker got the ball into the net, but the flag was already up, and then right on half time Agogo sent a header flying across the goal as he rose to a measured ball from Aaron Lescott.