O'Reilly tied it 1-1 at 18:04 in a goalmouth scramble 11 seconds after a Blues power play expired.
The Blues killed four Avalanche power plays, including a two-man advantage that lasted 1:13 in the second period to keep the game tied.
"We were really comfortable going into the third period," Grubauer said. "We all know what to do, we've played enough games. We got to continue to manage those games because it's like a playoff game and we can't allow breakaways, 2-on-1s or take stupid penalties. I think we did a pretty good job."
O'Reilly blamed himself for allowing Makar to take the winning shot.
"Yeah, absolutely," he said. "It's tough. We talked about not turning the puck over and making plays in the [defensive] zone and I make a terrible play, don't block a shot and it's in the back of the net and we don't even get a point. I've got to take responsibility for this one. It's kind of pathetic, my game tonight. We're not going to beat that team if I'm not at my best and turn the puck over way too much. A lot of guys did good things. I've got to eat this one; it's terrible by me."
The Avalanche haven't lost in regulation since March 8, 3-2 to the Arizona Coyotes.
"We're in a fight, a race to try and get home ice and put ourselves in the best possible position we can for the playoffs and our guys are taking it to heart and they're coming out every night with the right mindset and attitude and desire to win the hockey game," Bednar said. "I expect that to continue down the stretch."
NOTES: Avalanche forward Gabriel Landeskog had an assist on MacKinnon's goal, giving him 21 points (eight goals, 13 assists) in his past 14 games. … MacKinnon has 21 points (eight goals, 13 assists) in his past 13 games.