Grimsby were unable to end their winless run in Sky Bet League Two as they were held to a goalless draw at home to Stevenage.Gary McSheffrey went closest for the hosts as he had an effort cleared off the line, while Chris Whelpdale saw a header come back off the post for the visitors.Mallik Wilks spurned a glorious opportunity to give Grimsby the lead when he received the ball from JJ Hooper in the box, with Jack King doing just enough to put the on-loan Leeds forward off.Siriki Dembele then forced Tom King into a good save as he unleashed a powerful drive from the edge of the penalty area.McSheffrey went closest for the hosts just before the break as he saw his goal-bound effort cleared off the line after a great run from full-back Andrew Fox.Twenty minutes before the final whistle, Whelpdale almost put Stevenage ahead when his header came back off the post, but no-one was able to convert on the rebound as the sides settled for a point each.