The reason for having the grain of the lining (or the outside for that matter) 'straight' is so it remains stable - not bagging and sagging and stretching. The smaller the item, the less of an issue this is. Also if you are using fusible interfacing then it is not an issue either.
I've seen some really cute things done with the lining or a part of the outer 'shell' cut on the bias to create a more interesting design. Without examining them closely I don't know that they were stabilized using fusible interfacing, but I suspect that they were.