Two first-half goals from Bradley Johnson and Jermaine Beckford - and a late header by Luciano Becchio - failed to do justice to the scoreline.
A giant TV screen showed a collection of vintage Leeds goals before the game and the present-day Whites took it as a cue to turn on the style.
Beckford was a victim of the woodwork THREE times and heroic Rovers keeper Luke Daniels also spared Rovers a heavier defeat.
Boss Grayson said: "It was a great performance. The quality we showed with the ball was outstanding. Their keeper and the woodwork kept the score down.
"I stood there and enjoyed the entertainment. At times I felt like a fan. We're capable of beating anyone."
Beckford had four chances in the opening 10 minutes - and he ought to have opened the scoring after 30 seconds.
Defender Ian Goodison mis-headed to Becchio, who played Beckford in but he shot straight at Daniels.
Jonny Howson and Johnson released Beckford to shoot against the left post from 18 yards on four minutes.
And two more goal attempts from Beckford failed to trouble Daniels before Johnson made the inevitable breakthrough on 14 minutes.
Jason Crowe steamed down the right and, from Howson's perfect chip, Becchio's downward header was parried by Daniels straight to Johnson, who beat him with a low shot from six yards.
Alan Mahon gave Leeds keeper Shane Higgs a rare uneasy moment with a 25-yard lob, which he held at full stretch under his bar.
With Goodison looking especially shaky at the heart of Rovers' defence, Beckford darted through again, only for the ball to stick under his foot.
But he soon had the overworked Daniels leaping into action with a diving save.
Beckford's luck had to change and it was the hapless Goodison who let him in for his fourth goal of the season in the 35th minute.
Goodison's header towards his own keeper was woefully short and Beckford accepted the gift, firing in off the far post from 15 yards.
Rovers boss John Barnes resorted to introducing former Bolton star Michael Ricketts for his debut from the bench for the second half but the striker was clearly below full fitness and laboured.
Beckford was put through a yawning gap by Robert Snodgrass only to rattle the bar and he was denied by the woodwork a third time from a 30-yard scorcher.
Daniels made an unbelievable save from Johnson's 20-yard sizzler and Becchio's header then thudded against a post from a Snodgrass corner.
When Johnson's free-kick came back off the bar, Becchio was rewarded for his efforts with an 86th-minute header as Leeds made it 13 successive home league wins.
Barnes admitted: "The positive for me is that it wasn't six or seven - because it should've been."
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PAUL LAMBERT started his stint as Canaries boss by masterminding their first league win of the season.
Former Wycombe chief Lambert made six changes from the side that lost at Brentford on Tuesday and saw his revamped Canaries storm three ahead inside 35 minutes.
Grant Holt, handed the captaincy for the first time, stabbed them in front after 15 minutes and Korey Smith, 18, smashed home a 25-yard shot for his first senior goal nine minutes later.
Recalled right-back Jon Otsemobor added a third with a looping header before Norwich came alive either side of half-time.
Jon-Paul Pittman pulled a goal back after a Jens Berthel Askou blunder six minutes before the break and then Matt Harrold netted with a fine 14-yard shot seconds into the second half.
But Askou struck with a glancing header moments later and Holt notched his second with 19 minutes left.
Lambert said: "We've got to get the team up and running. Today was absolutely brilliant."
Winless Wycombe boss Peter Taylor said: "It doesn't matter who you are, if you defend like that, you are going to get beat."
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WALSALL are heading for a "topsy-turvy" season, according to manager Chris Hutchings and that was looking on the bright side after a third successive defeat.
The Saddlers will keep on sliding while they allow rival wingers such as Lloyd Sam and his substitute Scott Wagstaff the freedom of the pitch.
Hutchings held up his hands, saying: "We didn't come out of the blocks. Charlton were worthy winners.
"One or two of our players were off their game and you can't expect to come to places like this and get a result if that's the case."
Charlton took a decisive step towards extending their 100 per cent record in the 29th minute. Miguel Llera notched his second goal in as many Valley matches, watching his header crash against a post before rebounding back off him and in.
Walsall went close only once after the interval when a Steve Parkin header forced a sharp reflex save out of keeper Rob Elliot.
Charlton made the game safe in the 71st minute when Wagstaff raced away to score four minutes after coming on.
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SUPERSUB Cleveland Taylor came on to save Brentford with a header that stunned his boss.
Full-back Dan Harding thought he had given Saints victory with his goal 16 minutes from time.
But Taylor struck with seven minutes left and Bees boss Andy Scott confessed: "I didn't think he would score with his head as he missed lots in training.''
Saints chief Alan Pardew said: "We are getting stronger and getting used to a new work effort.''
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CARL BAKER'S hat-trick sent nine-man Brighton crashing to defeat.
Brighton had Tommy Elphick and sub Colin Hawkins sent off after Nicky Forster, who later missed a penalty, put them ahead on 28 minutes.
Baker (30 and 54 minutes) completed his hat-trick with a penalty on 66 minutes.
Liam Dickinson scored Brighton's second and Oli Johnson netted for County, who had Liam Bridcutt sent off on 89 minutes.
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A PENALTY from striker Marcus Stewart in the 73rd minute gave Exeter their first league win.
And delighted boss Paul Tisdale said: "It was his 250th career goal and it was coolly taken. We put a lot of effort into the game.''
The Grecians were under the cosh for most of the game.
Carlisle manager Greg Abbott said: "We deserved to win but got nothing. If we had won three or four one I don't think Exeter could have complained."
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SWINDON boss Danny Wilson suffered as his side were caught after going ahead in stoppage time.
Wilson said: "It keeps our little run going but you are disappointed when you are in front in injury time.''
Alex Marrow gave Oldham a 37th-minute lead before Jon-Paul McGovern's free- kick pulled the Robins level.
Billy Paynter put Swindon ahead in added time but sub Kieran Lee struck back.
Latics boss Dave Penney said: "It feels like a loss.''
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THE Dons, unbeaten in the league since Paul Ince's return, ended Colchester's 100 per cent start.
A spot-kick by Jermaine Easter and a cool finish from Mark Carrington lifted Dons to sixth. Colchester replied through Scott Vernon.
Dons assistant boss Karl Robinson said: "It is important that we don't get carried away.''
U's caretaker Joe Dunne praised his side: "We've had our manager walk out, our captain leave but we've shown great spirit."
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JEFF HUGHES solved Rovers' penalty-taking crisis by firing an 84th-minute clincher.
Andy Butler handled under pressure from sub Andy Williams and Hughes made no mistake from the spot.
But earlier Darryl Duffy fluffed his second penalty in as many games after Terriers keeper Alex Smithies hauled down Chris Lines.
Rovers boss Paul Trollope said: "This was our toughest challenge of the season - and the spirit and attitude shown was terrific."
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JAMES BROWN'S classy strike gave Pools their first league win of the season.
His 65th-minute edge-of- the-box shot flew in off the crossbar.
Pools boss Chris Turner said: "The goal was the piece of quality the game was crying out for."
Sub Mark McCammon went close to equalising but Scott Flinders tipped his header over.
Gills boss Mark Stimson said: "That wasn't a good performance."
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BOSS Terry Skiverton could not face watching Yeovil's penalty.
Orient opened the scoring through Scott McGleish.
Gavin Tomlin equalised from the spot and Skiverton said: "I just couldn't bare to watch. I walked out when he took it."
Jon Obika and Danny Schofield netted for Yeovil only to be pegged back by Andros Townsend and sub Ryan Jarvis.
Orient's Geraint Williams said: "If you score three you should win."
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