Grimsby took an early lead by Wes Thomas but Reds fought back through two goals by Ollie Palmer.
He said: "It was a good performance which we deserved to win.
"At Milton Keynes we should have come back with at least a point and today we could have won by a bigger margin but we are happy with that and happy Ollie is back to scoring.
"Everyone was on the front foot and if I had to pick the best player I'm struggling."
Cioffi admitted it was difficult for him to watch the game from the stand following his one-man touchline ban from the FA for receiving four yellow cards.
But he praised the job done by newly appointed coach Craig Brewster who was making his home debut since rejoining Reds and assistant Nathan Rooney who were both in the dug-out.
Cioffi said: "It was tough because as you can imagine I like being in touch with the players.
"Nathan (Rooney) and Craig (Brewster) have done an amazing job and we are all on the same page."