The lads looked on course to complete the clean sweep in the new competition having won titles in the first two phases - National Group Two and the Elite Group - with a fine performance in the first half of the play-off final.
They dominated at Old Trafford and led 2-0 at half-time through Jon Obika and Alex Pritchard.
However, United hit back with goals from Marnick Vermijl and Larnell Cole and completed the comeback with Cole's winner two minutes from time.
"Devastated is an understatement, really," said Grant, who captained the team in the latter stages of the season and led them out at Old Trafford.
"To lose like that, it's tough.
"We played the way we normally play in the first half, we passed the ball, scored twice and could have been three or four up.
"In the second half we dropped off too much, gave them too much time and once they scored the first goal, their tails were up and we were under the cosh.
"I’m sure everyone will take something out of the experience. To lose like that, it’s so disappointing but hopefully we’ll bounce back next season, go one step further and win it."