Full-time from Boundary Park
Gregory was on hand to stab home the opener with less than two minutes on the clock and although Mike Jones levelled for the home side on 59 minutes, Lions skipper Morison produced a super header with just five minutes remaining to secure three excellent awayday points.
Boss Neil Harris made five changes to the team that started at Barnsley with Shaun Cummings, Shane Ferguson, Jimmy Abdou and Gregory joining new loan signing Wallace in a side that, on paper, looked balanced and comfortably equipped to deal with an Oldham outfit on a record run of 11 home games without a win going into this match.
Any hope Latics manager David Dunn had of keeping it tight were destroyed with one minute and 24 seconds on the clock - all the time it took for Millwall to breach a porous Latics defence. Wallace picked up possession on the right, charged past two defenders and although Ferguson's stinging drive from the winger's perfectly weighted delivery was parried by keeper Joel Coleman, Gregory was on hand to ram home the rebound from close range.
On seven minutes a smart flicked header by Morison found Wallace on the right, and the young loanee again left the home defence chasing shadows as he sprinted down the flank before whipping over a low cross that Coleman gathered with Gregory waiting to pounce.
Latics had their keeper to thank for denying The Lions a second goal midway through the opening half. Wallace's corner from the left was headed back across goal by Mark Beevers to Shaun Williams, whose powerful goal-bound header was brilliantly saved low to his right by Coleman. Both Morison and Ferguson were denied in the almighty scramble that followed before the ball was eventually cleared.
That save seemed to blow fresh belief into the home team, and Oldham grew in confidence as the half wore on as they began to ask questions of the visiting rearguard.
Despite peppering Forde's goal from distance with long range efforts from Rhys Murphy and skipper Liam Kelly fizzing narrowly off target, the Lions keeper was well protected by the players in front of him and he had no further saves to make as the first-half drew to a close.
Oldham forced an equaliser within 14 minutes of the restart against thew run of play. Cummings was harshly penalised for a foul on the edge of the penalty area and up stepped Jones to curl home a sublime free-kick beyond the reach of Forde.
The Lions responded immediately and Coleman had to be alert to catch Ferguson's deep cross that took a wicked deflection on its way into the danger zone.
Both teams made changes on the 64 minute mark with Poleon replaced by Jonathan Forte for Oldham and Aiden O'Brien on for Millwall debutant Wallace.
Harris' men went agonisingly close to restoring their advantage moments later; sub O'Brien tricked his way past a couple of defenders and squeezed the ball to Morison, but the skipper's flicked effort was eventually scrambled clear for a corner.
The game really started to open up now and it took two super saves in as many minutes by Forde to keep the home side at bay. On 74 minutes Forte peeled away from Cummings on the left and sent over a curling cross shot that Forde clawed over for a corner before the keeper flung himself across goal at full stretch to keep out another pile-driver from Winchester.
On came Fred Onyedinma for The Lions with 16 minutes remaining in a move that saw O'Brien move up front to partner Morison and the sub slot in on the right side of midfield.
Onyedinma added fresh impetus going forward on a heavy pitch, but it was on the opposite flank that The Lions carved out their second goal of the game with just six minutes remaining. Ferguson was the provider with yet another direct, powerful run, and his inch perfect cross was met by Morison, whose textbook header gave Coleman no chance.
That proved to be Morison's last contribution to the game and he was replaced a minute later by John Marquis, whilst Oldham threw on James Wilson and former Lion Ricardo Fuller with their last roll of the dice.
Having worked so hard to twice forge ahead Millwall were in no mood to let their precious lead slip and comfortably saw out the remainder of the game to claim three excellent points.
Oldham Athletic: Coleman, Dieng, Kelly, Jones, Poleon (Forte, 64mins), Cassidy, Winchester, Murphy, B.Wilson (Fuller, 87mins), Lafferty (J.Wilson, 87mins), Dummigan. Subs not used: Cornell, Brown, Mills, Bove.
Scorer: Jones (59mins)
Millwall: Forde, Cummings, Martin, Beevers, Webster, Wallace (O'Brien, 64mins), Williams, Abdou, Ferguson, Gregory (Onyedinma, 76mins), Morison (Marquis, 87mins). Subs not used: Archer, Upson, Thompson, Nelson.
Booking: Forde (84mins)
Scorers: Gregory (2mins), Morison (85mins)
Ref: R. Clark
Att: 3,558 (away 362)
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