The Wildcats must have thought they had won the match when Wayne McDonald crashed over on 63 minutes, Adam Hughes converting to make it 18-12.
But Tony Grimaldi crossed six minutes from time with Ian Herron converting to square the game at 18-18. After Herron had fluffed a penalty attempt from halfway two minutes later, Thunder got a second chance and Grogan made no mistake.
Shaun McRae, the Gateshead coach, said: "I'd have been happy with a point, but the extra one was a bonus for us that we were happy to take."
The problems are growing for the bottom club Hull as they lost 47-6 at home to London while Huddersfield were securing their first Super League win in 10 attempts with a 37-18 defeat of Sheffield. That took them four points clear of the Sharks who host Salford, two places and five points above Hull, on Wednesday.
Steve Crooks, the Hull coach, accused his side, who conceded eight tries, of "a lack of professional pride", adding: "We were lacking in endeavour and if people aren't hungry enough while they've got the jersey on maybe we shouldn't give them the jersey in the first place."Reuse content