The defender spent several days at Firhill in a bid to impress boss Alan Archibald and only returned from the Jags' Spanish training camp at the start of the week.
But he has wasted little time in signing on the dotted line with the English Conference side as Archibald continues to assess his options.
Ex-Hearts and Kilmarnock stopper Darren Barr and left-back Jordan Mustoe were also part of the Thistle squad on the continent, with defensive reinforcements are top of Archibald's to-do list this summer.
But Magnay was eager to put pen to paper with the Mariners and signed on the dotted line just an hour before making his debut in the 2-0 friendly win over Harrogate on Tuesday night.
Magnay said: "It's great to get my future sorted.
"It's taken a bit of time and I've had to sit back and assess a number of options. I think it's paid off waiting a bit longer because I got the call off Paul Hurst relatively late in the summer.
"It was a good job I hung on, and I think I've chosen the right club and best option for me. There were Scottish options for me, and I actually went up and trained with Partick Thistle.
"But I found when I was up there that the Conference is probably a more competitive league, and there really isn't much between the standards. And if you're going to play for a club in the Conference a team like Grimsby Town are who you want to play for.
"It's a huge club at this level and arguably should be a Football League club. Hopefully, we can achieve that. You want to part of a club which is challenging at the top end of the table."