If you're doing anything resembling "grinding" in Devil Survivor you are doing it wrong.
You may not need to, but if you needlessly make life hard for yourself by aiming to get the true ending on your first playthrough, things can get rather difficult.
What I normally did was enter a free battle as soon as it opened and skill crack everything. I did the same if I needed macca for the auctions. The exp I gained in those battles was usually enough.
You may already know this but turning off your DS and turning it back on resets the demons shown in the auction. It can come in very handy sometimes.