In the end Millwall deserved a share of the honours but it only came after a poor first half that was greeted with boos by sections of the home support who expect their team to be among the front-runners for promotion.
The display was summed up by an altercation between Millwall team-mates Felipe Morais and Tom Brighton although Lions boss Nigel Spackman said that reflected the sort of passion he wanted to see from his players.
That frustration was compounded by Yeovil's opening goal. Confusion in the Millwall defence led to Zak Whitbread knocking the ball into the path of Gray, who moved from Southend United in the summer. He stabbed the ball home from seven yards. Grimsby boss Russell Slade later had a dig at Gray for a less than cultured finish.
But the introduction of Neal Ardley for Millwall gradually helped to turn the tide in the home side's favour. As the second half wore on the home side were enjoying the vast majority of the possession and only a terrific save from Stephen Mildenhall prevented Morais scoring an equaliser on 75 minutes.
Eventually though Yeovil cracked with Byfield losing his marker, Terrell Forbes, to head home from the edge of the six-yard box in the 82nd minute.
Millwall went in search of the winner but had to settle for a point.
The Glovers have undergone a massive change in personnel over the summer but they look as though they may be able to steer clear of another relegation dogfight following their flirtation with the drop last term.
New manager Russell Slade has them well-organised and this may be the first of many draws for the men from Somerset this season.
But the Lions face a difficult time if they want to make an immediate return to the Championship following last season's dismal demotion.