Defeat was devastating – Shahin
Goals in each half from Chris Holland and Darren Edwards at Blundell Park sent the Blue Square Conference South side into round two, and Town out.
It was a fully deserved win for the visitors, who sit some 38 places below the Mariners in the English footballing pyramid.
Wide man Shahin could only look in horror as both Bath goals went in, producing one of the shocks of the FA Cup first round.
It even took Town until the 74th minute to register their first shot on target, and Shahin conceded that his side got exactly what they deserved.
He said: "I don't know what to say, it was just not good enough.
"It was embarrassing, and honestly, yes we did deserve to lose.
"I thought we had a few chances to be fair, so our finishing let us down.
"You could say our work rate let us down as well because we didn't work as hard as we have been doing. You could argue that they had more fight.
"All week in training we have looked as sharp as anything – the best I have seen us since I have been here – but today it wasn't there.
"I don't know whether it is because we were playing a non-league side or not, I really don't.
"It is devastating to be out of the cup. You want to get to the third round and get a big team.
"The draw that we got, you have to be buzzing from that. Against Bath you think, nice one, we have got a great chance, but it didn't happen."
The 20-year-old was handed just his third Town start by caretaker manager Neil Woods.
He was arguably the Mariners' best player, creating his side's only first-half chances, with two good crosses headed over by Barry Conlon and then Paul Linwood.
He said: "My own performance means nothing if the team is not winning. It is all about results.
"If the manager picks me he picks me, I just get my head down in training and give it my all.
"The experience of playing in the FA Cup was amazing. Every time I step out here (Blundell Park) it is amazing, but I haven't won a game at Grimsby yet.
"I have only got a contract until the end of the season so it is about trying to keep myself in the team. I just need to keep improving."
Grimsby-born Shahin was a regular in Town's youth team, before being released in 2007.
He was handed another chance to impress after Woods recommended him to then-boss Mike Newell, and signed a short-term deal last month.
Shahin says he would like to see Wood given the job on a permanent basis.
He said: "Woodsy has come in and he has been quality.
"Everybody respects him and his training sessions are spot on.
"Everybody has been so sharp in training, but on Saturday I don't know what went wrong. We didn't gel, we weren't playing off the strikers, and everyone was waiting for things to happen.
"Hopefully Woodsy will get the job.
"A new manager coming in won't help me with the short time that I have got here as it is, so hopefully Woodsy will take it on.
"I think he is the best person for it.
"Everyone is down at the moment. We need to get a few wins under our belt.
"We need to kick on now, we have got Leeds in the big one on Tuesday, but we need to kick on in the league.
"A club like us can not go down. We have got the players, we just need to gel.
"We will go somewhere soon and absolutely annihilate someone, but we can't just wait for that."
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