Town, who need to defend a 2-0 lead, turned in one of their best displays under former Leeds boss Grayson in the first leg at stadium:mk last Saturday as goals from Jordan Rhodes and Jack Hunt gave them a distinct advantage.
Dons manager Karl Robinson insists his side can complete a remarkable turnaround at the Galpharm Stadium and an early goal for the visitors would put them right back in the tie.
But Grayson, who replaced the sacked Lee Clark in February, said: "The first goal is important, but it isn't defining. If MK Dons get the first and we get the second goal then we're still in a good position.
"Without being big-headed, we believe we're good enough to win the game and finish off the tie."
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