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"We got 29 points against Wasps last week and we knew it would take that and more to win in the semi-final. Unfortunately we got stuck at 13," said Grayson.
"Having got off to a brilliant start we simply couldn't get our hands on the ball again.
"It's going to a hell of a final and I think maybe Leicester Tigers will start as favourites. Their forward display against a good Scarlets team was overwhelming.
"Wasps are physically very very fit and they have some big players.
"They certainly won't fall away physically but they may have to go up a notch tactically."
Saints skipper Bruce Reihana admitted to being "very, very frustrated" at seeing his side lose their 13 point advantage early on.
"We didn't fire a lot of shots at them an they put us under a lot of pressure," said Rehania
"There were lots of things we wanted to try and do but we simply couldn't get our hands on the ball."
