Walker spent the last 12 seasons at the helm of Division II Elizabeth City State.
Grambling held Lyon College, a NAIA member, scoreless in the final 2 minutes.
Remond Brown made one of two free throws to give Grambling (1-1) a 50-49 lead. Chase Cormier made a free throw, missed the second, but Kyle Williams grabbed the rebound. A'Torri Shine was fouled and hit both free throws. Brown closed out the scoring with a dunk.
Williams' tip-in in the final seconds before halftime gave Grambling a 24-18 lead.