Tuton, 24, joins on a season-long deal after signing for Barnsley in February.
England Under-20 international Henderson, 19, and Comley, 20, have both signed on loan until January.
Henderson is yet to play in a senior game, while former Carlisle United loanee Comley has played twice for QPR.
The trio could make their Mariners debuts in the League Two game at Notts County on 3 September.
Find all the latest football transfers on our dedicated page.
League Two club Grimsby Town have signed Barnsley striker Shaun Tuton, Manchester United keeper Dean Henderson and Queens Park Rangers midfielder Brandon Comley, all on loan deals.