We travel to Milton Keynes Dons in the third round on Wednesday night with both Martin and the lads determined to avoid any repeat defeat in the competition.
"I still think about it and it's probably the biggest disappointment of all my time over here," said Martin after training on Tuesday.
"Grimsby were very strong on the night but we fielded a good team and couldn't score. Aaron Lennon came on in the second half and created four chances but the ball wasn't going in the net. They had one corner kick at the end and scored. It was a big blow and with the Leicester game as well, it shows it can happen."
Managed by Clive's cousin Martin Allen, MK Dons are currently sixth in League Two but have stumbled of late, losing three of their last four home games. They had a fine win away to Barnsley in the second round.
Martin watched one of those home defeats first-hand against Peterborough United and reported: "They play a direct style and everyone knows their manager, Martin Allen, he did the same at Brentford and they are a very dangerous team.
"They have two good strikers and a few talents, the midfield looks okay and they have a nice wing player on the left in Dyer.
"In the last round of the Carling Cup you saw a few Premiership teams going out, a few surprises and that's not what you want to happen."
As we prepare to step back into Carling Cup action, Martin Jol admits he still hasn't erased the memory of last season's defeat at Grimsby Town.