Bennington Grange is not an ancient parish of Lincolnshire. The parish was established by Queen Victoria in 1858, formerly an extra-parochial portion of Long Bennington parish. There wasn't really a central village as such, but a collection of farms and the ruins of a moated mansion or villa about two miles south of the village of Long Bennington. The parish covered about 270 acres. It has since been amalgamated with Long Bennington for civil purposes.
The moated ruins are reported to have been the farm house of the local Priory. If you are planning a visit:
The countryside is very flat. Kate JEWELL has a photograph of the countryside on Geo-graph, taken in 2006.