Their ‘eight-game season’ starts against Nottingham Forest at Deepdale tomorrow and Grayson is excited about what is ahead of them.
PNE are the outsiders in the chasing pack, with them going into the weekend in ninth place behind Norwich on goal difference.
Fulham are four points ahead, while sixth-placed Sheffield Wednesday have a five-point lead.
North End boss Grayson said: “I think we can enjoy the games a bit more than some of the others.
“We have been talking with the lads about embracing it, going into every game with a belief we can win it.
“Others might go into these last games with a real anxiety that they have to win because of the implications if they don’t.”
Grayson accepts that his side’s run-in is a testing one, bearing in mind they face three of the current top four away from home.
Hence they could do with a healthy points return from the visit of Forest, so too that of Bristol City on Tuesday.
“It is tough because we play sides above us and those at the other end of the table who are fighting for points, but that is the Championship for you,” said Grayson.
“But what we have to our advantage is that there is so much more pressure on teams in the top six to stay there or one or two other around us to try and get in there.
“We want to get there but there won’t be any financial problems if we don’t.
“If some teams don’t get the golden ticket, there might be financial implications for them in the future.
“We will keep on playing positive football, trying to win as many games as possible and see where it takes us.
“Who knows what could be just around the corner?”
Alex Baptiste (knee) and Marnick Vermijl (hernia) are available tomorrow.
Baptiste’s injury dates back to the start of January, while Vermijl underwent surgery in February.
Republic of Ireland trio Aiden McGeady, Andy Boyle and Daryl Horgan reported back unscathed after being on international duty.
Forest come to Deepdale in need of points to climb out of relegation trouble.
“Mark Warburton has gone in there and he has got a good selection of players,” said Grayson.
“Britt Assombalonga, Zach Clough – who was signed from Bolton – Ross McCormack, Matty Cash, David Vaughan, Ben Osborn, they are really talented players.
“For whatever reason it hasn’t worked put for them this season and they are fighting to avoid relegation.”