Current registers and the graveyard locator plan (named headstones only) are kept in church.
Older records (Baptisms before 1968, Weddings before 1996 and Funerals before 2006) are stored at Lincolnshire Archives. This link will take you to a full listing of all these documents - which go back to 1560 (pdf file download)
If you have any enquires about the church records please contact Verity Ferguson (details on contacts page) who has an interest in family history.
Grantham Family History Society have done some independent research and their records for St Sebastian’s can be accessed as MS Excel Spreadsheets below.