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Simple Summary: Accurately grading gliomas, which are the most common and aggressive malignant brain tumors in adults, poses a significant challenge for radiologists. This study explores the application of Deep Learning techniques in assisting tumor grading using Magnetic Resonance Images (MRIs). By analyzing a glioma database sourced from multiple public datasets and comparing different settings, the aim of this study is to develop a robust and reliable grading system. The study demonstrates that by focusing on the tumor region of interest and augmenting the available data, there is a significant improvement in both the accuracy and confidence of tumor grade classifications. While successful in differentiating low-grade gliomas from high-grade gliomas, the accurate classification of grades 2, 3, and 4 remains challenging. The research findings have significant implications for advancing the development of a non-invasive, robust, and trustworthy data-driven system to support clinicians in the diagnosis and therapy planning of glioma patients. Glioma is the most common type of tumor in humans originating in the brain. According to the World Health Organization, gliomas can be graded on a four-stage scale, ranging from the most benign to the most malignant. The grading of these tumors from image information is a far from trivial task for radiologists and one in which they could be assisted by machine-learning-based decision support. However, the machine learning analytical pipeline is also fraught with perils stemming from different sources, such as inadvertent data leakage, adequacy of 2D image sampling, or classifier assessment biases. In this paper, we analyze a glioma database sourced from multiple datasets using a simple classifier, aiming to obtain a reliable tumor grading and, on the way, we provide a few guidelines to ensure such reliability. Our results reveal that by focusing on the tumor region of interest and using data augmentation techniques we significantly enhanced the accuracy and confidence in tumor classifications. Evaluation on an independent test set resulted in an AUC-ROC of 0.932 in the discrimination of low-grade gliomas from high-grade gliomas, and an AUC-ROC of 0.893 in the classification of grades 2, 3, and 4. The study also highlights the importance of providing, beyond generic classification performance, measures of how reliable and trustworthy the model's output is, thus assessing the model's certainty and robustness. [ABSTRACT FROM AUTHOR]