The Cards came into the game looking to avenge last season's FA Trophy Final defeat to Grays but they never got near a Blues side inspired by the red-hot Aaron McLean.
Halifax boss Chris Wilder last week said McLean is good enough to return to the Football League after the ex-Leyton Orient man gave his side the runaround in Grays' 2-0 win and the 22-year-old seems determined to keep Wilder true to his word.
Woking never recovered from McLean's two first-half goals, the second of which was truly special as centre-backs Gary MacDonald and Karim El-Salahi were run ragged.
But Grays are not just all about McLean they have a squad brimming with talent - none more so than Michael Kightly who netted his fourth goal in as many games in spectacular fashion to seal the win.
Grays took the lead in the third minute when Stevenage loanee Jon Nurse's first contribution of note in a Woking shirt was to foul Adam Green as the Blues full-back shaped to centre the ball.
Kightly swung in the subsequent free-kick and, with the Cards defenders AWOL, McLean rose at the back post to head powerfully past Shwan Jalal.
Stung by the early setback, the visitors settled to their task well. Karl Murray had a couple of drives from distance and Green denied Nurse a certain goal when he bravely headed clear after Ashley Bayes had got caught under the ball.
Grays sat back and reverted to the blueprint of their previous two away wins, getting men behind the ball and waiting to strike on the counter-attack.
And the tactic almost paid dividends when Dennis Oli picked up a McLean flick-on and forced Jalal into a smart stop at his near post.
At the other end, Ashley Nicholls made a fantastic block to deny Nurse firing in at the back post after good work down the left by Danny Bunce.
Jamie Stuart then blazed over on his weaker right foot from a corner when he should have hit the target at least as Blues threatened to double their advantage.
And they did just that a minute before the interval when the adventurous Andy Sambrook made great strides down the right, exchanged passes with Oli before teeing up McLean.
The in-form striker then unleashed a wicked drive from 20 yards that thundered into the top corner beyond the desperate reach of Jalal.
With the sound of the visiting fans' boos still ringing in his ears, Cockerill made an attacking substitution at the start of the second half, bringing on home-grown youngster Giuseppe Sole for Shola Oyedele and switching to a 4-3-3 system.
And the change had an immediate impact as Woking sought a way back into the game.
Indeed, only a remarkable save from Bayes prevented the Cards from halving the deficit.
Nurse was the man denied when his crisp shot looked to be arrowing into the bottom corner until Bayes instinctively stuck out a big paw and turned the ball over the bar.
But the visitors' hopes were dashed minutes later when Oli slithered away from MacDonald and slid in Kightly on the right.
The free-scoring midfielder is brimming with confidence at the moment and, despite the acute angle, he had no hesitation in shooting and fired magnificently over Jalal into the far corner of the net.
To their credit, Woking kept on plugging away and the performance of Sole, who had three decent efforts on goal, will have been of some consolation to Cockerill.